+338.7%
AEM vs JHX
-4.5%
+343.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | -2.1% | -6.3% | +4.2% | -1.2% |
| 30D | +8.4% | -7.7% | +16.2% | +9.8% |
| 3M | +27.3% | +19.2% | +8.1% | +24.2% |
| 6M | -9.7% | +38.3% | -47.9% | -13.8% |
| YTD | +19.0% | +37.2% | -18.3% | +13.9% |
| 1Y | +31.5% | +42.3% | -10.8% | +25.3% |
| 3Y | +338.7% | -4.4% | +343.1% | +350.0% |
| All | +338.7% | -4.5% | +343.2% | +350.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling