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  • AIG vs RJF✓SelectedUSD · RJFAIG vs RJF performance historyLatest closeAs of0.00%09/10
Stock and ETF performance explorer

AIG vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-24.4%
RJF return
+48,514.8%
Excess return
-48,539.2%
Maximum drawdown
-99.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D0.0%-1.1%+1.1%+0.6%
7D-2.4%-4.2%+1.8%-0.2%
30D-2.9%-3.6%+0.7%-1.2%
3M+0.8%+15.6%-14.9%-7.0%
6M-2.7%+17.6%-20.3%-11.3%
YTD-11.2%+9.2%-20.4%-16.4%
1Y-1.5%+5.5%-7.0%-6.0%
3Y+34.4%+70.3%-36.0%-3.3%
5Y+54.4%+106.0%-51.6%-0.4%
10Y+64.4%+425.1%-360.7%-35.0%
All-24.4%+48,514.8%-48,539.2%-90.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling