+348.2%
AEM vs JD
-6.1%
+354.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -1.2% |
| 7D | +4.3% | -0.8% | +5.1% | +4.4% |
| 30D | +13.1% | -16.0% | +29.2% | +15.5% |
| 3M | +24.8% | -3.2% | +28.0% | +25.1% |
| 6M | -8.2% | +6.1% | -14.3% | -8.9% |
| YTD | +19.8% | -0.1% | +19.9% | +19.7% |
| 1Y | +32.1% | -12.7% | +44.8% | +33.4% |
| 3Y | +348.2% | -6.3% | +354.5% | +344.8% |
| All | +348.2% | -6.1% | +354.3% | +344.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling