+330.6%
AEM vs JBLU
-15.9%
+346.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -5.0% | -4.8% | -0.3% | -4.8% |
| 30D | +8.5% | -24.4% | +32.9% | +10.0% |
| 3M | +29.3% | -4.8% | +34.0% | +29.2% |
| 6M | -12.9% | -0.5% | -12.5% | -13.2% |
| YTD | +16.8% | -3.5% | +20.3% | +16.5% |
| 1Y | +29.8% | -13.6% | +43.4% | +29.6% |
| All | +330.6% | -15.9% | +346.5% | +293.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling