-39.1%
JOBY vs AIG
+133.2%
-172.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -5.2% | -1.2% | -4.0% | -4.8% |
| 30D | -19.7% | -1.1% | -18.7% | -19.5% |
| 3M | -31.7% | +0.7% | -32.4% | -32.4% |
| 6M | -37.5% | -2.2% | -35.4% | -37.6% |
| YTD | -51.6% | -10.8% | -40.8% | -49.8% |
| 1Y | -53.3% | -2.0% | -51.3% | -54.1% |
| 3Y | -12.2% | +34.8% | -47.1% | -27.5% |
| 5Y | -31.3% | +55.0% | -86.3% | -46.2% |
| All | -39.1% | +133.2% | -172.3% | -53.6% |
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 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