+1,824.2%
AEM vs JBLU
-60.6%
+1,884.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.5% |
| 7D | +3.0% | -5.6% | +8.6% | +3.2% |
| 30D | +12.5% | -22.3% | +34.8% | +13.5% |
| 3M | +26.9% | -11.0% | +37.9% | +27.3% |
| 6M | -9.4% | -3.1% | -6.3% | -9.6% |
| YTD | +20.3% | -3.7% | +24.0% | +20.0% |
| 1Y | +33.8% | -14.8% | +48.6% | +33.8% |
| 3Y | +349.8% | -15.4% | +365.3% | +341.8% |
| 5Y | +301.0% | -71.4% | +372.4% | +304.4% |
| 10Y | +376.1% | -73.0% | +449.1% | +367.3% |
| All | +1,824.2% | -60.6% | +1,884.8% | +1,785.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling