+2,314.9%
AEP vs JCI
+2,298.1%
+16.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +2.5% | +8.4% | -6.0% | +1.4% |
| 30D | +3.4% | -8.9% | +12.3% | +4.4% |
| 3M | +4.2% | -6.4% | +10.6% | +4.8% |
| 6M | -0.8% | +1.6% | -2.4% | -1.5% |
| YTD | +15.2% | +20.1% | -4.8% | +11.9% |
| 1Y | +8.3% | +17.2% | -8.9% | +5.5% |
| 3Y | +84.2% | +190.7% | -106.6% | +58.3% |
| 5Y | +87.8% | +99.9% | -12.1% | +67.9% |
| 10Y | +204.4% | +301.8% | -97.4% | +145.9% |
| All | +2,314.9% | +2,298.1% | +16.7% | +1,286.0% |
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