+2,654.0%
JNJ vs AEIS
+2,566.8%
+87.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.6% | -1.3% |
| 7D | +2.7% | +3.0% | -0.3% | +2.5% |
| 30D | +7.4% | -14.6% | +22.0% | +8.1% |
| 3M | +21.2% | -12.4% | +33.7% | +21.3% |
| 6M | +13.4% | -15.0% | +28.4% | +13.4% |
| YTD | +35.1% | +34.3% | +0.8% | +31.6% |
| 1Y | +57.4% | +87.4% | -29.9% | +50.1% |
| 3Y | +86.8% | +139.8% | -53.0% | +73.7% |
| 5Y | +80.8% | +220.7% | -139.9% | +63.9% |
| 10Y | +202.7% | +531.6% | -328.9% | +157.5% |
| All | +2,654.0% | +2,566.8% | +87.2% | +1,796.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling