+2,729.2%
AEM vs JHX
+2,220.4%
+508.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.4% |
| 7D | -5.0% | -4.9% | -0.2% | -4.0% |
| 30D | +8.5% | -9.3% | +17.8% | +10.8% |
| 3M | +29.3% | +28.1% | +1.2% | +22.2% |
| 6M | -12.9% | +35.2% | -48.1% | -18.8% |
| YTD | +16.8% | +35.9% | -19.1% | +8.8% |
| 1Y | +29.8% | +42.5% | -12.7% | +19.0% |
| 3Y | +336.7% | -4.5% | +341.2% | +309.6% |
| 5Y | +299.9% | -27.1% | +327.0% | +288.7% |
| 10Y | +362.2% | +104.2% | +258.0% | +224.7% |
| All | +2,729.2% | +2,220.4% | +508.7% | +1,012.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling