+1,596.4%
JNJ vs AEE
+822.6%
+773.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.6% |
| 7D | -0.8% | +1.3% | -2.1% | -1.3% |
| 30D | +4.3% | -1.2% | +5.6% | +4.8% |
| 3M | +16.5% | +1.0% | +15.5% | +16.0% |
| 6M | +13.1% | -2.3% | +15.4% | +14.0% |
| YTD | +32.1% | +9.1% | +23.0% | +27.6% |
| 1Y | +54.5% | +10.6% | +43.9% | +48.4% |
| 3Y | +82.5% | +48.5% | +34.0% | +55.4% |
| 5Y | +80.0% | +39.9% | +40.2% | +55.4% |
| 10Y | +195.7% | +185.7% | +9.9% | +90.5% |
| All | +1,596.4% | +822.6% | +773.8% | +546.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling