+340.5%
JCI vs AEE
+191.1%
+149.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.3% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | -4.4% | -2.9% | -1.5% | -3.4% |
| 3M | +1.7% | -2.4% | +4.1% | +2.2% |
| 6M | +8.8% | -2.7% | +11.5% | +9.4% |
| YTD | +22.6% | +7.3% | +15.4% | +18.8% |
| 1Y | +36.2% | +7.5% | +28.7% | +31.6% |
| 3Y | +168.0% | +46.2% | +121.8% | +127.5% |
| 5Y | +113.5% | +39.7% | +73.7% | +83.3% |
| All | +340.5% | +191.1% | +149.3% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling