+197.6%
JCI vs AEIS
+162.3%
+35.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.0% | +0.8% |
| 7D | +2.9% | +9.5% | -6.6% | -0.7% |
| 30D | -6.9% | -17.5% | +10.6% | -1.1% |
| 3M | -6.3% | -29.3% | +23.0% | +4.3% |
| 6M | +2.6% | -34.7% | +37.3% | +15.2% |
| YTD | +21.8% | +10.7% | +11.1% | +10.8% |
| 1Y | +19.6% | +7.4% | +12.2% | +9.9% |
| All | +197.6% | +162.3% | +35.3% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling