+39.2%
AEM vs JHX
+56.2%
-17.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.7% | -2.1% |
| 7D | -0.5% | +1.5% | -2.1% | -1.1% |
| 30D | +24.0% | +7.2% | +16.9% | +21.2% |
| 3M | +16.1% | +29.9% | -13.8% | +6.0% |
| 6M | -11.6% | +35.4% | -47.0% | -21.9% |
| YTD | +21.5% | +46.5% | -24.9% | +7.9% |
| 1Y | +39.2% | +55.5% | -16.3% | +20.2% |
| All | +39.2% | +56.2% | -17.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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