-66.0%
AAL vs JD
+18.8%
-84.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.2% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | -19.0% | -16.0% | -3.0% | -15.9% |
| 3M | -5.1% | -3.2% | -1.9% | -4.8% |
| 6M | +15.5% | +6.1% | +9.4% | +13.2% |
| YTD | -15.8% | -0.1% | -15.7% | -16.4% |
| 1Y | -0.3% | -12.7% | +12.4% | +1.7% |
| 3Y | -7.7% | -6.3% | -1.4% | -11.3% |
| 5Y | -32.5% | -61.3% | +28.8% | -25.7% |
| 10Y | -66.0% | +17.6% | -83.6% | -76.8% |
| All | -66.0% | +18.8% | -84.7% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling