+50.1%
JD vs AIG
+106.2%
-56.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -4.0% | +2.0% | -6.0% | -4.7% |
| 30D | +2.7% | +6.3% | -3.7% | +0.6% |
| 3M | -13.0% | +9.2% | -22.2% | -15.5% |
| 6M | -12.7% | +9.5% | -22.2% | -15.5% |
| YTD | -0.8% | -1.6% | +0.8% | -1.2% |
| 1Y | -8.9% | +8.5% | -17.4% | -12.1% |
| 3Y | +17.0% | +38.3% | -21.3% | +3.3% |
| 5Y | -63.5% | +59.0% | -122.5% | -69.4% |
| 10Y | +30.5% | +67.8% | -37.3% | +8.5% |
| All | +50.1% | +106.2% | -56.1% | +13.9% |
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