+697.6%
AEP vs JHX
+2,220.4%
-1,522.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.7% |
| 7D | -1.0% | -4.9% | +3.9% | -0.4% |
| 30D | -0.1% | -9.3% | +9.2% | +1.1% |
| 3M | -3.2% | +28.1% | -31.3% | -6.4% |
| 6M | -5.3% | +35.2% | -40.5% | -9.5% |
| YTD | +9.5% | +35.9% | -26.3% | +4.4% |
| 1Y | +17.5% | +42.5% | -25.0% | +10.9% |
| 3Y | +77.0% | -4.5% | +81.4% | +69.3% |
| 5Y | +66.4% | -27.1% | +93.5% | +62.3% |
| 10Y | +175.1% | +104.2% | +70.8% | +122.1% |
| All | +697.6% | +2,220.4% | -1,522.9% | +342.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling