+114.4%
JCI vs AIG
+53.2%
+61.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +0.7% | -1.2% | +1.9% | +1.2% |
| 30D | -4.4% | -1.1% | -3.4% | -4.1% |
| 3M | +1.7% | +0.7% | +1.0% | +1.0% |
| 6M | +8.8% | -2.2% | +11.0% | +9.0% |
| YTD | +22.6% | -10.8% | +33.5% | +27.8% |
| 1Y | +36.2% | -2.0% | +38.2% | +35.0% |
| 3Y | +168.0% | +34.8% | +133.2% | +125.1% |
| All | +114.4% | +53.2% | +61.2% | +64.1% |
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