+80.5%
AEP vs JD
-58.0%
+138.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -2.8% | +13.4% | -16.2% | -2.8% |
| 30D | +3.6% | +7.7% | -4.1% | +3.6% |
| 3M | +1.8% | -11.3% | +13.1% | +1.8% |
| 6M | -3.1% | -5.1% | +2.0% | -3.1% |
| YTD | +12.2% | +5.0% | +7.2% | +12.2% |
| 1Y | +9.1% | -5.6% | +14.8% | +9.2% |
| 3Y | +77.9% | +17.8% | +60.1% | +76.9% |
| All | +80.5% | -58.0% | +138.5% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling