+2,307.7%
JCI vs AEM
+3,538.8%
-1,231.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.9% |
| 7D | +3.8% | -0.5% | +4.3% | +3.8% |
| 30D | -5.7% | +24.0% | -29.7% | -6.4% |
| 3M | -1.4% | +16.1% | -17.5% | -2.0% |
| 6M | +4.1% | -11.6% | +15.8% | +4.3% |
| YTD | +21.7% | +21.5% | +0.2% | +20.8% |
| 1Y | +36.1% | +39.2% | -3.0% | +34.4% |
| 3Y | +154.4% | +347.4% | -193.0% | +142.4% |
| 5Y | +112.0% | +290.1% | -178.1% | +102.0% |
| 10Y | +322.2% | +357.8% | -35.6% | +298.2% |
| All | +2,307.7% | +3,538.8% | -1,231.1% | +2,549.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling