+52.1%
JNJ vs AEP
+17.4%
+34.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.5% | -0.9% | -2.6% | -3.2% |
| 30D | +2.3% | -1.1% | +3.4% | +2.6% |
| 3M | +12.0% | -3.3% | +15.3% | +13.8% |
| 6M | +10.5% | -4.6% | +15.1% | +12.6% |
| YTD | +30.4% | +9.4% | +21.0% | +30.4% |
| 1Y | +52.1% | +16.9% | +35.2% | +47.9% |
| All | +52.1% | +17.4% | +34.8% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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