+31.5%
AEM vs JHX
+43.8%
-12.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | -2.1% | -6.3% | +4.2% | +0.1% |
| 30D | +8.4% | -7.7% | +16.2% | +11.5% |
| 3M | +27.3% | +19.2% | +8.1% | +19.9% |
| 6M | -9.7% | +38.3% | -47.9% | -19.7% |
| YTD | +19.0% | +37.2% | -18.3% | +8.2% |
| 1Y | +31.5% | +42.3% | -10.8% | +17.6% |
| All | +31.5% | +43.8% | -12.3% | +17.6% |
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