+6.7%
AEP vs JD
-6.9%
+13.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.4% |
| 7D | -1.6% | +5.2% | -6.8% | -1.1% |
| 30D | +4.1% | +4.5% | -0.4% | +4.5% |
| 3M | +4.1% | -15.4% | +19.5% | +2.8% |
| 6M | -1.0% | -6.0% | +5.0% | -1.2% |
| YTD | +13.4% | +2.2% | +11.3% | +12.9% |
| 1Y | +6.7% | -6.7% | +13.4% | +7.9% |
| All | +6.7% | -6.9% | +13.6% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling