Its actually very simple. All it is, is a simple 2d track and a small graphic. Workflow wise you would create the graphic, ie that triangle and the rolling text. You can use a number of AE built in effects to create the rolling text.
Next you would track the footage. You would then attach the tracking data to a null object. You can then parent your graphic to the null object and it will follow the video.
Its easy if your just trying to do a planar track like in the video. If your getting into panned camera moves you may be able to use mocha still but a 3d tracker may be needed on more complex shots.
There is a tutorial for doing almost exactly what is seen in the video, at Videocopilot.net. Have a look for the HUD tutorial and it will walk you through the entire process.