+615.8%
AEP vs JBLU
-60.6%
+676.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.3% |
| 7D | +0.9% | -5.6% | +6.5% | +1.4% |
| 30D | +1.5% | -22.3% | +23.8% | +3.8% |
| 3M | -1.7% | -11.0% | +9.3% | -1.2% |
| 6M | -4.0% | -3.1% | -0.9% | -5.0% |
| YTD | +10.6% | -3.7% | +14.3% | +9.0% |
| 1Y | +18.6% | -14.8% | +33.4% | +17.9% |
| 3Y | +78.7% | -15.4% | +94.1% | +67.4% |
| 5Y | +65.1% | -71.4% | +136.5% | +70.8% |
| 10Y | +177.7% | -73.0% | +250.7% | +169.8% |
| All | +615.8% | -60.6% | +676.4% | +371.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling