+27.7%
JCI vs AEM
+17.3%
+10.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +9.7% | -15.9% | -7.6% |
| 7D | -10.7% | +0.2% | -10.9% | -10.6% |
| 30D | -10.4% | +0.1% | -10.5% | -10.3% |
| 3M | -8.3% | +22.1% | -30.3% | -12.2% |
| 6M | -2.1% | +2.4% | -4.6% | -3.6% |
| YTD | +18.4% | +8.9% | +9.5% | +14.8% |
| 1Y | +27.7% | +18.7% | +9.0% | +18.3% |
| All | +27.7% | +17.3% | +10.4% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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