-27.2%
JHX vs AIG
+53.2%
-80.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -6.3% | -1.2% | -5.2% | -5.9% |
| 30D | -7.7% | -1.1% | -6.7% | -7.3% |
| 3M | +19.2% | +0.7% | +18.5% | +18.2% |
| 6M | +38.3% | -2.2% | +40.4% | +38.8% |
| YTD | +37.2% | -10.8% | +48.0% | +43.0% |
| 1Y | +42.3% | -2.0% | +44.3% | +41.9% |
| 3Y | -4.4% | +34.8% | -39.2% | -19.1% |
| All | -27.2% | +53.2% | -80.3% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling