+17.4%
IJH vs AIG
+6.0%
+11.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.5% |
| 7D | +1.7% | +2.3% | -0.6% | +1.6% |
| 30D | +1.2% | +8.8% | -7.5% | +0.8% |
| 3M | -3.4% | +3.7% | -7.1% | -3.6% |
| 6M | +3.7% | +6.8% | -3.1% | +3.4% |
| YTD | +13.9% | -2.6% | +16.6% | +13.7% |
| 1Y | +17.4% | +3.7% | +13.7% | +15.5% |
| All | +17.4% | +6.0% | +11.4% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling