+376.1%
AEM vs JD
+14.7%
+361.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +0.6% |
| 7D | +3.0% | -3.0% | +6.0% | +3.3% |
| 30D | +12.5% | -19.3% | +31.8% | +14.7% |
| 3M | +26.9% | -6.0% | +33.0% | +27.5% |
| 6M | -9.4% | +1.8% | -11.2% | -9.7% |
| YTD | +20.3% | -2.6% | +22.8% | +20.4% |
| 1Y | +33.8% | -17.4% | +51.2% | +35.7% |
| 3Y | +349.8% | -8.6% | +358.4% | +343.5% |
| 5Y | +301.0% | -61.6% | +362.6% | +311.7% |
| 10Y | +376.1% | +16.9% | +359.2% | +321.7% |
| All | +376.1% | +14.7% | +361.3% | +321.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling