+2,220.4%
JHX vs AEIS
+1,465.1%
+755.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -1.6% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | -9.3% | -16.4% | +7.1% | -6.1% |
| 3M | +28.1% | -11.1% | +39.2% | +29.2% |
| 6M | +35.2% | -12.0% | +47.2% | +36.1% |
| YTD | +35.9% | +30.9% | +5.0% | +25.5% |
| 1Y | +42.5% | +74.3% | -31.8% | +22.7% |
| 3Y | -4.5% | +165.2% | -169.6% | -25.7% |
| 5Y | -27.1% | +220.0% | -247.1% | -45.8% |
| 10Y | +104.2% | +527.7% | -423.4% | +29.0% |
| All | +2,220.4% | +1,465.1% | +755.3% | +1,090.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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