+18.2%
AEP vs JCI
+37.7%
-19.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | +1.8% | +3.8% | -2.0% | +1.6% |
| 30D | -0.8% | -5.7% | +4.9% | -0.6% |
| 3M | -1.8% | -1.4% | -0.4% | -1.8% |
| 6M | -5.4% | +4.1% | -9.5% | -6.1% |
| YTD | +10.4% | +21.7% | -11.3% | +9.0% |
| 1Y | +18.2% | +36.1% | -18.0% | +15.5% |
| All | +18.2% | +37.7% | -19.5% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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