+1,135.5%
IJR vs AIG
-91.5%
+1,227.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.2% |
| 7D | -1.1% | -1.4% | +0.3% | -0.8% |
| 30D | -3.6% | -3.3% | -0.3% | -3.0% |
| 3M | +2.3% | +2.2% | +0.1% | +1.7% |
| 6M | +14.3% | -2.1% | +16.5% | +14.6% |
| YTD | +19.3% | -11.2% | +30.5% | +21.6% |
| 1Y | +22.6% | -2.1% | +24.7% | +22.4% |
| 3Y | +53.5% | +34.4% | +19.2% | +43.6% |
| 5Y | +39.9% | +53.7% | -13.8% | +27.0% |
| 10Y | +172.1% | +64.4% | +107.7% | +136.6% |
| All | +1,135.5% | -91.5% | +1,227.0% | +1,501.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling