+330.8%
JCI vs AEM
+369.2%
-38.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.5% | -1.2% |
| 7D | +0.4% | -5.0% | +5.5% | +0.9% |
| 30D | -7.7% | +8.5% | -16.2% | -8.6% |
| 3M | +2.8% | +29.3% | -26.5% | -0.2% |
| 6M | +7.2% | -12.9% | +20.2% | +8.0% |
| YTD | +20.0% | +16.8% | +3.2% | +17.4% |
| 1Y | +33.3% | +29.8% | +3.4% | +28.9% |
| 3Y | +161.3% | +336.7% | -175.4% | +125.0% |
| 5Y | +108.8% | +299.9% | -191.2% | +78.7% |
| All | +330.8% | +369.2% | -38.4% | +264.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling