+101.6%
JHX vs AEE
+191.1%
-89.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.3% | -0.8% | -5.5% | -6.0% |
| 30D | -7.7% | -2.9% | -4.8% | -6.5% |
| 3M | +19.2% | -2.4% | +21.6% | +20.5% |
| 6M | +38.3% | -2.7% | +41.0% | +39.7% |
| YTD | +37.2% | +7.3% | +29.9% | +32.1% |
| 1Y | +42.3% | +7.5% | +34.7% | +36.6% |
| 3Y | -4.4% | +46.2% | -50.6% | -22.4% |
| 5Y | -26.4% | +39.7% | -66.1% | -39.4% |
| All | +101.6% | +191.1% | -89.5% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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