+390.1%
AEM vs JD
+26.7%
+363.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.9% | -5.1% |
| 7D | +13.9% | +5.2% | +8.7% | +13.3% |
| 30D | +0.8% | +4.5% | -3.7% | +0.3% |
| 3M | +5.8% | -15.4% | +21.2% | +7.4% |
| 6M | -1.0% | -6.0% | +5.1% | -0.5% |
| YTD | +13.1% | +2.2% | +10.9% | +12.7% |
| 1Y | +14.4% | -6.7% | +21.1% | +14.9% |
| 3Y | +325.7% | +20.5% | +305.2% | +309.6% |
| 5Y | +273.7% | -58.4% | +332.2% | +281.9% |
| 10Y | +390.1% | +32.5% | +357.6% | +300.6% |
| All | +390.1% | +26.7% | +363.4% | +300.6% |
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