+95.0%
JCI vs AEM
+252.0%
-156.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +3.2% | -6.8% | +10.0% | +4.1% |
| 30D | -8.6% | +0.8% | -9.4% | -8.8% |
| 3M | -7.7% | -0.8% | -6.9% | -8.0% |
| 6M | -2.6% | -8.5% | +5.9% | -2.3% |
| YTD | +17.4% | +5.9% | +11.4% | +15.2% |
| 1Y | +16.9% | +6.6% | +10.3% | +14.6% |
| 3Y | +186.7% | +302.2% | -115.4% | +134.5% |
| All | +95.0% | +252.0% | -156.9% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling