+287.0%
AEM vs JD
-56.9%
+343.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | +15.8% | +13.4% | +2.5% | +14.3% |
| 30D | +6.2% | +7.7% | -1.5% | +5.4% |
| 3M | +14.3% | -11.3% | +25.6% | +15.7% |
| 6M | +1.4% | -5.1% | +6.5% | +1.8% |
| YTD | +13.7% | +5.0% | +8.7% | +13.0% |
| 1Y | +21.3% | -5.6% | +27.0% | +21.7% |
| 3Y | +309.9% | +17.8% | +292.1% | +293.4% |
| All | +287.0% | -56.9% | +343.9% | +280.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling