+1,495.2%
AEP vs JBL
+42,637.0%
-41,141.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | +1.8% | +3.0% | -1.2% | +1.6% |
| 30D | -0.8% | -8.3% | +7.5% | -0.3% |
| 3M | -1.8% | -16.9% | +15.1% | -1.0% |
| 6M | -5.4% | +21.8% | -27.1% | -6.9% |
| YTD | +10.4% | +36.3% | -25.9% | +7.8% |
| 1Y | +18.2% | +49.5% | -31.4% | +14.4% |
| 3Y | +79.0% | +170.6% | -91.7% | +64.9% |
| 5Y | +64.8% | +408.4% | -343.5% | +44.9% |
| 10Y | +170.8% | +1,450.4% | -1,279.5% | +118.7% |
| All | +1,495.2% | +42,637.0% | -41,141.8% | +1,087.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling