-35.2%
AAL vs JD
-63.0%
+27.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | -0.1% | -4.1% | +4.0% | +0.8% |
| 30D | +11.7% | +4.6% | +7.1% | +10.5% |
| 3M | -12.5% | -4.7% | -7.8% | -11.7% |
| 6M | +3.6% | -17.4% | +21.0% | +7.6% |
| YTD | -14.1% | +0.7% | -14.8% | -15.0% |
| 1Y | +0.8% | -5.9% | +6.6% | +1.2% |
| 3Y | +11.8% | +18.9% | -7.1% | +1.3% |
| All | -35.2% | -63.0% | +27.8% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling