+676.5%
AEM vs JD
+48.3%
+628.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.3% |
| 7D | -0.5% | -1.7% | +1.2% | -0.4% |
| 30D | +24.0% | -13.2% | +37.2% | +25.3% |
| 3M | +16.1% | -3.2% | +19.3% | +16.3% |
| 6M | -11.6% | +15.2% | -26.8% | -12.5% |
| YTD | +21.5% | +2.0% | +19.6% | +21.3% |
| 1Y | +39.2% | -5.4% | +44.6% | +39.4% |
| 3Y | +347.4% | -9.1% | +356.5% | +342.8% |
| 5Y | +290.1% | -59.6% | +349.8% | +295.0% |
| 10Y | +357.8% | +26.2% | +331.5% | +357.6% |
| All | +676.5% | +48.3% | +628.2% | +755.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling