+177.7%
AEP vs JD
+14.7%
+163.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.6% |
| 7D | +0.9% | -3.0% | +3.9% | +0.9% |
| 30D | +1.5% | -19.3% | +20.8% | +1.8% |
| 3M | -1.7% | -6.0% | +4.3% | -1.6% |
| 6M | -4.0% | +1.8% | -5.8% | -4.1% |
| YTD | +10.6% | -2.6% | +13.2% | +10.5% |
| 1Y | +18.6% | -17.4% | +36.1% | +18.9% |
| 3Y | +78.7% | -8.6% | +87.3% | +77.7% |
| 5Y | +65.1% | -61.6% | +126.7% | +65.8% |
| 10Y | +177.7% | +16.9% | +160.9% | +158.5% |
| All | +177.7% | +14.7% | +163.0% | +158.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling