+299.9%
AEM vs JBL
+390.6%
-90.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.2% | -2.4% |
| 7D | -5.0% | -1.0% | -4.0% | -4.9% |
| 30D | +8.5% | -15.1% | +23.5% | +11.3% |
| 3M | +29.3% | -14.0% | +43.3% | +31.9% |
| 6M | -12.9% | +20.6% | -33.5% | -15.5% |
| YTD | +16.8% | +32.9% | -16.1% | +11.7% |
| 1Y | +29.8% | +40.5% | -10.7% | +23.1% |
| 3Y | +336.7% | +183.7% | +153.0% | +265.9% |
| 5Y | +299.9% | +388.3% | -88.4% | +194.7% |
| All | +299.9% | +390.6% | -90.7% | +194.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling