+20.9%
JD vs AIG
+35.3%
-14.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.9% |
| 7D | +7.9% | -3.4% | +11.3% | +8.6% |
| 30D | +4.8% | +3.4% | +1.4% | +4.0% |
| 3M | -13.9% | +1.7% | -15.7% | -14.3% |
| 6M | -5.8% | +5.7% | -11.5% | -7.2% |
| YTD | +2.4% | -5.1% | +7.5% | +3.3% |
| 1Y | -7.5% | +6.1% | -13.6% | -9.6% |
| 3Y | +20.9% | +35.5% | -14.6% | +32.5% |
| All | +20.9% | +35.3% | -14.4% | +32.5% |
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