+100.9%
JNJ vs AEIS
+142.3%
-41.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +0.7% |
| 7D | +3.5% | +11.5% | -8.1% | +3.7% |
| 30D | +12.5% | -15.8% | +28.3% | +12.1% |
| 3M | +9.6% | -33.3% | +42.9% | +8.7% |
| 6M | +25.3% | -35.2% | +60.5% | +24.4% |
| YTD | +40.3% | +5.0% | +35.3% | +39.0% |
| 1Y | +49.6% | +8.5% | +41.2% | +48.3% |
| 3Y | +110.8% | +152.9% | -42.1% | +105.5% |
| All | +100.9% | +142.3% | -41.4% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling