+2,214.6%
AEP vs JCI
+2,331.5%
-116.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | +1.8% | +3.8% | -2.0% | +1.3% |
| 30D | -0.8% | -5.7% | +4.9% | -0.1% |
| 3M | -1.8% | -1.4% | -0.4% | -1.9% |
| 6M | -5.4% | +4.1% | -9.5% | -6.1% |
| YTD | +10.4% | +21.7% | -11.3% | +7.4% |
| 1Y | +18.2% | +36.1% | -18.0% | +13.2% |
| 3Y | +79.0% | +154.4% | -75.5% | +56.8% |
| 5Y | +64.8% | +112.0% | -47.2% | +46.6% |
| 10Y | +170.8% | +322.2% | -151.4% | +117.8% |
| All | +2,214.6% | +2,331.5% | -116.9% | +1,229.2% |
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