+55.0%
JD vs AIG
+98.9%
-43.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -3.2% |
| 7D | +7.9% | -3.4% | +11.3% | +8.9% |
| 30D | +4.8% | +3.4% | +1.4% | +3.6% |
| 3M | -13.9% | +1.7% | -15.7% | -14.6% |
| 6M | -5.8% | +5.7% | -11.5% | -7.8% |
| YTD | +2.4% | -5.1% | +7.5% | +3.2% |
| 1Y | -7.5% | +6.1% | -13.6% | -10.2% |
| 3Y | +20.9% | +35.5% | -14.6% | +7.4% |
| 5Y | -58.0% | +51.9% | -110.0% | -64.4% |
| 10Y | +28.9% | +68.2% | -39.3% | +5.6% |
| All | +55.0% | +98.9% | -43.9% | +19.0% |
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