-24.4%
AIG vs RJF
+48,514.8%
-48,539.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -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