+34.8%
AIG vs JAAA
+19.0%
+15.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.2% |
| 7D | -1.2% | +0.1% | -1.2% | -1.4% |
| 30D | -1.1% | +0.5% | -1.6% | -2.6% |
| 3M | +0.7% | +1.3% | -0.6% | -3.1% |
| 6M | -2.2% | +2.8% | -5.0% | -9.9% |
| YTD | -10.8% | +3.3% | -14.1% | -19.1% |
| 1Y | -2.0% | +4.9% | -6.9% | -15.6% |
| 3Y | +34.8% | +19.0% | +15.9% | +10.9% |
| All | +34.8% | +19.0% | +15.8% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling