+10.8%
AEP vs JBL
+20.8%
-10.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.4% | -0.5% |
| 7D | +0.8% | -11.1% | +11.9% | +0.7% |
| 30D | +7.9% | -14.1% | +22.0% | +7.9% |
| 3M | +1.5% | -23.9% | +25.4% | +1.4% |
| 6M | -2.6% | -24.1% | +21.5% | -2.7% |
| YTD | +14.7% | +13.5% | +1.2% | +12.3% |
| 1Y | +10.8% | +23.7% | -13.0% | +8.0% |
| All | +10.8% | +20.8% | -10.0% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling