+51.2%
JNJ vs AIG
+6.0%
+45.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.5% |
| 7D | +1.9% | +2.3% | -0.3% | +1.6% |
| 30D | +9.2% | +8.8% | +0.5% | +7.9% |
| 3M | +8.9% | +3.7% | +5.2% | +8.4% |
| 6M | +24.6% | +6.8% | +17.8% | +23.3% |
| YTD | +35.7% | -2.6% | +38.3% | +36.2% |
| 1Y | +51.2% | +3.7% | +47.5% | +48.3% |
| All | +51.2% | +6.0% | +45.2% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling