+355.1%
AEM vs JBL
+1,558.3%
-1,203.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.2% | +1.1% |
| 7D | -2.1% | +2.4% | -4.6% | -2.5% |
| 30D | +8.4% | -13.1% | +21.5% | +10.5% |
| 3M | +27.3% | -15.6% | +42.9% | +29.9% |
| 6M | -9.7% | +24.6% | -34.2% | -12.6% |
| YTD | +19.0% | +39.6% | -20.6% | +13.2% |
| 1Y | +31.5% | +48.6% | -17.1% | +24.0% |
| 3Y | +338.7% | +197.3% | +141.4% | +270.5% |
| 5Y | +307.4% | +413.0% | -105.6% | +216.0% |
| All | +355.1% | +1,558.3% | -1,203.3% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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