+166.0%
JCI vs AIG
+33.4%
+132.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +4.1% | -1.4% | +5.5% | +4.5% |
| 30D | -3.8% | -3.3% | -0.5% | -2.9% |
| 3M | -1.6% | +2.2% | -3.8% | -2.7% |
| 6M | +9.5% | -2.1% | +11.6% | +9.7% |
| YTD | +21.7% | -11.2% | +32.9% | +26.3% |
| 1Y | +37.1% | -2.1% | +39.3% | +36.1% |
| All | +166.0% | +33.4% | +132.6% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling