+64.2%
AIG vs RJF
+429.3%
-365.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | -2.7% | +1.6% | +0.6% |
| 30D | -1.1% | -4.3% | +3.2% | +1.6% |
| 3M | +0.7% | +15.7% | -15.1% | -8.8% |
| 6M | -2.2% | +17.8% | -20.0% | -12.8% |
| YTD | -10.8% | +9.2% | -20.0% | -17.4% |
| 1Y | -2.0% | +2.8% | -4.8% | -6.0% |
| 3Y | +34.8% | +69.5% | -34.6% | -12.5% |
| 5Y | +55.0% | +105.9% | -50.9% | -15.1% |
| All | +64.2% | +429.3% | -365.1% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling