+9.6%
AEP vs JCI
+14.5%
-4.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | +2.9% | +3.2% | -0.3% | +2.7% |
| 30D | +3.2% | -8.6% | +11.8% | +3.5% |
| 3M | +3.8% | -7.7% | +11.6% | +4.0% |
| 6M | +2.5% | -2.6% | +5.1% | +1.9% |
| YTD | +15.5% | +17.4% | -1.9% | +13.7% |
| 1Y | +9.6% | +16.9% | -7.3% | +7.6% |
| All | +9.6% | +14.5% | -4.9% | +7.6% |
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