+52.1%
JNJ vs AEIS
+81.9%
-29.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | 0.0% |
| 7D | -3.5% | +2.3% | -5.8% | -3.3% |
| 30D | +2.3% | -14.8% | +17.1% | +1.5% |
| 3M | +12.0% | -15.6% | +27.6% | +11.3% |
| 6M | +10.5% | -8.7% | +19.2% | +9.7% |
| YTD | +30.4% | +37.3% | -6.9% | +31.0% |
| 1Y | +52.1% | +80.3% | -28.2% | +55.9% |
| All | +52.1% | +81.9% | -29.8% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling