To be fair, in the Saints Superbowl, our defense lost that, easily. As I recall, we started the game 14-0 pts, and the game looked like it'd be an easy win, but Drew Brees ended the game with about 30/34 pass completions, and we kept playing a soft cover 2 that gave up the underneath routes, and don't even get me started on the failed onside recovery to start the second half. Peyton's record-setting offense did NOT lose that game for us, even if he did throw that INT near the end, we can't expect him to play perfect.
In the separate season with the Jets playoff game, we had Jim Caldwell playing weak on us with the timeout call. Rex Ryan after the game even said he was planning on calling a run play, but the Colts timeout gave Mark Sanchez a chance to talk to Rex Ryan and convince Rex to let him throw the ball. He did, and the rest is history. That was also the same game Peyton threw his arms up in the air; he was clearly frustrated with Caldwell.
Then there were the multiple New England playoff games. New England is a legendary team -- possibly the best in NFL history -- so who knows where the Colts would be if they weren't in our way. Both were record-setting teams, but when one has arguably the best coach in NFL history, it's evident which record-setting team has the advantage over the other.