+192.5%
JNJ vs AEIS
+562.2%
-369.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -0.6% |
| 7D | -3.5% | +2.3% | -5.8% | -3.6% |
| 30D | +2.3% | -14.8% | +17.1% | +3.1% |
| 3M | +12.0% | -15.6% | +27.6% | +12.4% |
| 6M | +10.5% | -8.7% | +19.2% | +9.8% |
| YTD | +30.4% | +37.3% | -6.9% | +25.4% |
| 1Y | +52.1% | +80.3% | -28.2% | +42.7% |
| 3Y | +77.8% | +177.9% | -100.1% | +58.0% |
| 5Y | +82.9% | +235.8% | -152.9% | +56.2% |
| All | +192.5% | +562.2% | -369.7% | +117.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling