+1,664.8%
JCI vs AEIS
+2,098.8%
-434.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.5% | -2.0% | +1.6% |
| 7D | +2.9% | +9.5% | -6.6% | +1.1% |
| 30D | -6.9% | -17.5% | +10.6% | -3.7% |
| 3M | -6.3% | -29.3% | +23.0% | -0.4% |
| 6M | +2.6% | -34.7% | +37.3% | +9.7% |
| YTD | +21.8% | +10.7% | +11.1% | +17.3% |
| 1Y | +19.6% | +7.4% | +12.2% | +15.8% |
| 3Y | +194.9% | +161.1% | +33.8% | +139.4% |
| 5Y | +108.1% | +150.7% | -42.6% | +68.3% |
| 10Y | +307.6% | +360.8% | -53.2% | +180.2% |
| All | +1,664.8% | +2,098.8% | -434.0% | +648.1% |
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