+303.2%
AEM vs JD
-60.8%
+364.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.4% |
| 7D | -0.5% | -1.7% | +1.2% | -0.3% |
| 30D | +24.0% | -13.2% | +37.2% | +25.8% |
| 3M | +16.1% | -3.2% | +19.3% | +16.4% |
| 6M | -11.6% | +15.2% | -26.8% | -12.9% |
| YTD | +21.5% | +2.0% | +19.6% | +21.1% |
| 1Y | +39.2% | -5.4% | +44.6% | +39.5% |
| 3Y | +347.4% | -9.1% | +356.5% | +339.7% |
| All | +303.2% | -60.8% | +364.0% | +298.0% |
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