+16.9%
JCI vs AEIS
+4.7%
+12.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -0.9% |
| 7D | +3.2% | +11.5% | -8.3% | -0.8% |
| 30D | -8.6% | -15.8% | +7.2% | -3.9% |
| 3M | -7.7% | -33.3% | +25.6% | +3.6% |
| 6M | -2.6% | -35.2% | +32.6% | +8.7% |
| YTD | +17.4% | +5.0% | +12.3% | +14.5% |
| 1Y | +16.9% | +8.5% | +8.4% | +12.6% |
| All | +16.9% | +4.7% | +12.3% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling