+2,331.5%
JCI vs AIG
-23.1%
+2,354.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.4% |
| 7D | +5.1% | -1.6% | +6.7% | +5.4% |
| 30D | -3.8% | -5.2% | +1.4% | -2.8% |
| 3M | +1.9% | +1.5% | +0.4% | +1.4% |
| 6M | +11.2% | -3.9% | +15.1% | +11.8% |
| YTD | +22.9% | -11.6% | +34.6% | +25.7% |
| 1Y | +37.4% | -2.9% | +40.3% | +37.3% |
| 3Y | +167.8% | +33.7% | +134.1% | +150.1% |
| 5Y | +115.0% | +52.7% | +62.4% | +94.7% |
| 10Y | +325.3% | +62.6% | +262.7% | +268.2% |
| All | +2,331.5% | -23.1% | +2,354.6% | +1,272.0% |
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 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