+2,221.0%
JCI vs AEM
+3,071.7%
-850.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +3.2% | -6.8% | +10.0% | +3.4% |
| 30D | -8.6% | +0.8% | -9.4% | -8.7% |
| 3M | -7.7% | -0.8% | -6.9% | -7.8% |
| 6M | -2.6% | -8.5% | +5.9% | -2.5% |
| YTD | +17.4% | +5.9% | +11.4% | +16.9% |
| 1Y | +16.9% | +6.6% | +10.3% | +16.4% |
| 3Y | +186.7% | +302.2% | -115.4% | +174.1% |
| 5Y | +95.4% | +250.8% | -155.4% | +86.8% |
| 10Y | +292.7% | +406.1% | -113.3% | +270.2% |
| All | +2,221.0% | +3,071.7% | -850.7% | +2,464.3% |
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 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