+192.5%
JNJ vs AIG
+66.2%
+126.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -3.5% | -1.2% | -2.4% | -3.3% |
| 30D | +2.3% | -1.1% | +3.4% | +2.5% |
| 3M | +12.0% | +0.7% | +11.3% | +11.9% |
| 6M | +10.5% | -2.2% | +12.6% | +10.7% |
| YTD | +30.4% | -10.8% | +41.2% | +32.5% |
| 1Y | +52.1% | -2.0% | +54.2% | +52.0% |
| 3Y | +77.8% | +34.8% | +43.0% | +68.1% |
| 5Y | +82.9% | +55.0% | +27.9% | +66.9% |
| All | +192.5% | +66.2% | +126.4% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling