+76.6%
AEP vs JHX
-4.5%
+81.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -0.9% | -6.3% | +5.4% | -0.7% |
| 30D | -1.1% | -7.7% | +6.7% | -0.8% |
| 3M | -3.3% | +19.2% | -22.4% | -3.9% |
| 6M | -4.6% | +38.3% | -42.9% | -5.8% |
| YTD | +9.4% | +37.2% | -27.8% | +8.1% |
| 1Y | +16.9% | +42.3% | -25.3% | +15.2% |
| 3Y | +76.6% | -4.4% | +81.0% | +70.7% |
| All | +76.6% | -4.5% | +81.1% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 3y: compounded portfolio wealth divided by compounded JHX 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…
3y analysis · Full analysis span regression · 6 months rolling