+304.9%
AEM vs JBLU
-70.3%
+375.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.9% |
| 7D | -2.1% | -5.0% | +2.8% | -1.8% |
| 30D | +8.4% | -23.9% | +32.3% | +10.1% |
| 3M | +27.3% | -11.6% | +38.9% | +27.8% |
| 6M | -9.7% | -0.2% | -9.4% | -10.0% |
| YTD | +19.0% | -3.3% | +22.2% | +18.5% |
| 1Y | +31.5% | -15.4% | +46.9% | +31.4% |
| 3Y | +338.7% | -14.7% | +353.4% | +321.7% |
| All | +304.9% | -70.3% | +375.1% | +276.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling