+2,221.0%
JCI vs AIG
-14.1%
+2,235.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.3% |
| 7D | +3.2% | +6.6% | -3.4% | +1.9% |
| 30D | -8.6% | +7.0% | -15.6% | -10.0% |
| 3M | -7.7% | +9.7% | -17.5% | -9.7% |
| 6M | -2.6% | +10.8% | -13.4% | -5.1% |
| YTD | +17.4% | -1.3% | +18.6% | +17.0% |
| 1Y | +16.9% | +8.4% | +8.6% | +14.2% |
| 3Y | +186.7% | +39.0% | +147.7% | +165.1% |
| 5Y | +95.4% | +59.6% | +35.8% | +74.9% |
| 10Y | +292.7% | +68.4% | +224.3% | +236.0% |
| All | +2,221.0% | -14.1% | +2,235.2% | +1,177.4% |
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