+211.7%
AEP vs JCI
+291.9%
-80.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.6% |
| 7D | +2.9% | +3.2% | -0.3% | +2.3% |
| 30D | +3.2% | -8.6% | +11.8% | +4.6% |
| 3M | +3.8% | -7.7% | +11.6% | +4.9% |
| 6M | +2.5% | -2.6% | +5.1% | +2.2% |
| YTD | +15.5% | +17.4% | -1.9% | +10.8% |
| 1Y | +9.6% | +16.9% | -7.3% | +5.2% |
| 3Y | +91.2% | +186.7% | -95.6% | +47.1% |
| 5Y | +88.2% | +95.4% | -7.2% | +56.1% |
| All | +211.7% | +291.9% | -80.2% | +98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling