+2,319.9%
AEP vs JCI
+2,244.0%
+76.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | +2.9% | +3.2% | -0.3% | +2.5% |
| 30D | +3.2% | -8.6% | +11.8% | +4.2% |
| 3M | +3.8% | -7.7% | +11.6% | +4.6% |
| 6M | +2.5% | -2.6% | +5.1% | +2.4% |
| YTD | +15.5% | +17.4% | -1.9% | +12.5% |
| 1Y | +9.6% | +16.9% | -7.3% | +6.8% |
| 3Y | +91.2% | +186.7% | -95.6% | +64.6% |
| 5Y | +88.2% | +95.4% | -7.2% | +68.7% |
| 10Y | +205.1% | +292.7% | -87.7% | +147.0% |
| All | +2,319.9% | +2,244.0% | +76.0% | +1,292.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling