+78.3%
JNJ vs AEIS
+160.8%
-82.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | -0.4% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | +3.0% | -16.4% | +19.4% | +2.3% |
| 3M | +12.2% | -11.1% | +23.4% | +11.7% |
| 6M | +10.5% | -12.0% | +22.5% | +10.0% |
| YTD | +30.8% | +30.9% | -0.1% | +31.3% |
| 1Y | +54.9% | +74.3% | -19.4% | +56.7% |
| All | +78.3% | +160.8% | -82.5% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling