+16.9%
JD vs AIG
+63.9%
-47.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.6% |
| 7D | -3.0% | -1.4% | -1.5% | -2.6% |
| 30D | -19.3% | -3.3% | -16.0% | -18.6% |
| 3M | -6.0% | +2.2% | -8.2% | -6.7% |
| 6M | +1.8% | -2.1% | +3.9% | +2.0% |
| YTD | -2.6% | -11.2% | +8.6% | +0.1% |
| 1Y | -17.4% | -2.1% | -15.3% | -17.8% |
| 3Y | -8.6% | +34.4% | -43.0% | -17.4% |
| 5Y | -61.6% | +53.7% | -115.3% | -66.7% |
| 10Y | +16.9% | +64.4% | -47.5% | -6.1% |
| All | +16.9% | +63.9% | -47.0% | -6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling