+24.2%
IJR vs AIG
+6.0%
+18.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.2% |
| 7D | +2.3% | +2.3% | 0.0% | +2.1% |
| 30D | +2.8% | +8.8% | -6.0% | +2.3% |
| 3M | -4.6% | +3.7% | -8.3% | -4.8% |
| 6M | +5.7% | +6.8% | -1.1% | +5.3% |
| YTD | +19.9% | -2.6% | +22.6% | +19.1% |
| 1Y | +24.2% | +3.7% | +20.4% | +21.7% |
| All | +24.2% | +6.0% | +18.2% | +21.7% |
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