+83.4%
JNJ vs AEE
+38.5%
+44.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.2% |
| 7D | -4.3% | -0.7% | -3.7% | -4.1% |
| 30D | +3.0% | -2.0% | +5.0% | +3.8% |
| 3M | +12.2% | -2.8% | +15.1% | +13.5% |
| 6M | +10.5% | -3.6% | +14.0% | +11.9% |
| YTD | +30.8% | +7.3% | +23.5% | +27.2% |
| 1Y | +54.9% | +8.7% | +46.2% | +49.9% |
| 3Y | +80.7% | +46.0% | +34.6% | +55.9% |
| 5Y | +83.4% | +39.8% | +43.7% | +58.0% |
| All | +83.4% | +38.5% | +44.9% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling