+39.8%
IJR vs AIG
+53.2%
-13.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -2.2% | -1.2% | -1.0% | -1.7% |
| 30D | -4.6% | -1.1% | -3.5% | -4.2% |
| 3M | +0.2% | +0.7% | -0.4% | -0.4% |
| 6M | +14.7% | -2.2% | +16.9% | +15.1% |
| YTD | +18.9% | -10.8% | +29.7% | +23.7% |
| 1Y | +19.9% | -2.0% | +22.0% | +18.9% |
| 3Y | +53.0% | +34.8% | +18.2% | +28.6% |
| All | +39.8% | +53.2% | -13.4% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling