-8.8%
JD vs AIG
+9.4%
-18.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.6% |
| 7D | +0.4% | +1.4% | -1.0% | +0.6% |
| 30D | +4.2% | +6.6% | -2.4% | +4.2% |
| 3M | -12.8% | +7.9% | -20.6% | -12.7% |
| 6M | -8.8% | +10.4% | -19.2% | -9.5% |
| All | -8.8% | +9.4% | -18.1% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling