+8,487.5%
JNJ vs AEP
+2,240.6%
+6,246.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.5% |
| 7D | -0.8% | +2.0% | -2.8% | -1.4% |
| 30D | +4.3% | +0.5% | +3.8% | +4.1% |
| 3M | +16.5% | -0.3% | +16.8% | +16.6% |
| 6M | +13.1% | -3.5% | +16.6% | +14.3% |
| YTD | +32.1% | +11.3% | +20.9% | +27.4% |
| 1Y | +54.5% | +20.2% | +34.3% | +45.0% |
| 3Y | +82.5% | +79.8% | +2.8% | +49.4% |
| 5Y | +80.0% | +65.6% | +14.5% | +50.2% |
| 10Y | +195.7% | +169.3% | +26.4% | +108.8% |
| All | +8,487.5% | +2,240.6% | +6,246.9% | +2,190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling