+108.8%
JCI vs AEM
+294.2%
-185.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.5% | -1.1% |
| 7D | +0.4% | -5.0% | +5.5% | +1.0% |
| 30D | -7.7% | +8.5% | -16.2% | -8.9% |
| 3M | +2.8% | +29.3% | -26.5% | -1.1% |
| 6M | +7.2% | -12.9% | +20.2% | +8.2% |
| YTD | +20.0% | +16.8% | +3.2% | +16.6% |
| 1Y | +33.3% | +29.8% | +3.4% | +27.6% |
| 3Y | +161.3% | +336.7% | -175.4% | +112.5% |
| 5Y | +108.8% | +299.9% | -191.2% | +66.5% |
| All | +108.8% | +294.2% | -185.4% | +66.5% |
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 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