+31.5%
AEM vs JBLU
-14.6%
+46.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | -2.1% | -5.0% | +2.8% | -1.4% |
| 30D | +8.4% | -23.9% | +32.3% | +13.0% |
| 3M | +27.3% | -11.6% | +38.9% | +28.0% |
| 6M | -9.7% | -0.2% | -9.4% | -12.0% |
| YTD | +19.0% | -3.3% | +22.2% | +15.1% |
| 1Y | +31.5% | -15.4% | +46.9% | +26.4% |
| All | +31.5% | -14.6% | +46.0% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 1y: compounded portfolio wealth divided by compounded JBLU 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…
1y analysis · Full analysis span regression · 6 months rolling