+110.3%
JCI vs AEIS
+238.7%
-128.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | +4.1% | +6.5% | -2.4% | +1.8% |
| 30D | -3.8% | -9.2% | +5.3% | -0.9% |
| 3M | -1.6% | -8.3% | +6.7% | -0.7% |
| 6M | +9.5% | -6.3% | +15.9% | +8.3% |
| YTD | +21.7% | +36.5% | -14.8% | +3.4% |
| 1Y | +37.1% | +84.8% | -47.6% | +2.9% |
| 3Y | +165.2% | +176.6% | -11.4% | +62.5% |
| 5Y | +110.3% | +237.1% | -126.8% | +13.2% |
| All | +110.3% | +238.7% | -128.5% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling