-6.3%
JD vs AIG
+34.0%
-40.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | 0.0% | -1.6% |
| 7D | -0.8% | -1.6% | +0.8% | -0.4% |
| 30D | -16.0% | -5.2% | -10.8% | -15.1% |
| 3M | -3.2% | +1.5% | -4.6% | -3.7% |
| 6M | +6.1% | -3.9% | +10.0% | +6.6% |
| YTD | -0.1% | -11.6% | +11.5% | +2.5% |
| 1Y | -12.7% | -2.9% | -9.8% | -13.1% |
| 3Y | -6.3% | +33.7% | -40.0% | -17.3% |
| All | -6.3% | +34.0% | -40.3% | -17.3% |
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