+170.5%
AEP vs JBLU
-72.4%
+242.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.9% | -5.0% | +4.0% | -0.7% |
| 30D | -1.1% | -23.9% | +22.8% | +0.1% |
| 3M | -3.3% | -11.6% | +8.4% | -3.0% |
| 6M | -4.6% | -0.2% | -4.4% | -5.2% |
| YTD | +9.4% | -3.3% | +12.7% | +8.6% |
| 1Y | +16.9% | -15.4% | +32.3% | +16.7% |
| 3Y | +76.6% | -14.7% | +91.4% | +70.4% |
| 5Y | +66.2% | -70.0% | +136.2% | +68.9% |
| All | +170.5% | -72.4% | +242.9% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 10y: compounded portfolio wealth divided by compounded JBLU 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…
10y analysis · Full analysis span regression · 6 months rolling