+549.4%
JCI vs AEE
+813.9%
-264.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | -5.7% | -2.3% | -3.4% | -4.7% |
| 3M | -1.4% | +0.2% | -1.6% | -2.0% |
| 6M | +4.1% | -4.7% | +8.9% | +5.8% |
| YTD | +21.7% | +8.1% | +13.6% | +16.9% |
| 1Y | +36.1% | +8.5% | +27.6% | +30.3% |
| 3Y | +154.4% | +48.9% | +105.5% | +108.8% |
| 5Y | +112.0% | +39.9% | +72.1% | +77.4% |
| 10Y | +322.2% | +186.5% | +135.7% | +145.1% |
| All | +549.4% | +813.9% | -264.4% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling