+42,174.7%
JBL vs AIG
-50.8%
+42,225.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.1% |
| 7D | +4.4% | -1.6% | +6.0% | +4.8% |
| 30D | -8.4% | -5.2% | -3.2% | -7.2% |
| 3M | -14.2% | +1.5% | -15.6% | -14.9% |
| 6M | +29.6% | -3.9% | +33.5% | +30.2% |
| YTD | +37.1% | -11.6% | +48.7% | +40.3% |
| 1Y | +49.5% | -2.9% | +52.4% | +48.7% |
| 3Y | +192.7% | +33.7% | +158.9% | +165.8% |
| 5Y | +411.3% | +52.7% | +358.7% | +346.5% |
| 10Y | +1,447.6% | +62.6% | +1,385.0% | +1,192.2% |
| All | +42,174.7% | -50.8% | +42,225.5% | +56,951.5% |
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 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