+1,663.9%
JCI vs AEIS
+2,566.8%
-902.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.5% |
| 7D | +3.8% | +3.0% | +0.9% | +3.2% |
| 30D | -5.7% | -14.6% | +9.0% | -3.0% |
| 3M | -1.4% | -12.4% | +11.0% | +0.1% |
| 6M | +4.1% | -15.0% | +19.1% | +5.9% |
| YTD | +21.7% | +34.3% | -12.5% | +13.4% |
| 1Y | +36.1% | +87.4% | -51.2% | +18.9% |
| 3Y | +154.4% | +139.8% | +14.7% | +109.5% |
| 5Y | +112.0% | +220.7% | -108.7% | +64.1% |
| 10Y | +322.2% | +531.6% | -209.4% | +175.1% |
| All | +1,663.9% | +2,566.8% | -902.9% | +623.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling