+200.9%
AEP vs JD
+26.7%
+174.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.4% |
| 7D | -1.6% | +5.2% | -6.8% | -1.6% |
| 30D | +4.1% | +4.5% | -0.4% | +4.0% |
| 3M | +4.1% | -15.4% | +19.5% | +4.3% |
| 6M | -1.0% | -6.0% | +5.0% | -1.0% |
| YTD | +13.4% | +2.2% | +11.3% | +13.3% |
| 1Y | +6.7% | -6.7% | +13.4% | +6.7% |
| 3Y | +81.3% | +20.5% | +60.7% | +79.5% |
| 5Y | +80.1% | -58.4% | +138.5% | +80.6% |
| 10Y | +200.9% | +32.5% | +168.4% | +184.2% |
| All | +200.9% | +26.7% | +174.2% | +184.2% |
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