Added the following bit from an interview with John Sheehan.
When it’s stand-up [when he’s performing stand-up], it’s me, it’s my thoughts, it’s my character, it’s me with the volume turned up.
Although he says “it’s me, it’s my thoughts,” the idea of “my character” starts to twist things – does he mean character as in the mental and moral qualities distinctive to him, or the fictional person he’s created? In any case, the next bit – “it’s me with the volume turned up” – suggests that he’s moved at least in part to the latter.