+278.6%
AEP vs JD
+52.8%
+225.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -2.8% | +13.4% | -16.2% | -3.0% |
| 30D | +3.6% | +7.7% | -4.1% | +3.5% |
| 3M | +1.8% | -11.3% | +13.1% | +1.9% |
| 6M | -3.1% | -5.1% | +2.0% | -3.1% |
| YTD | +12.2% | +5.0% | +7.2% | +12.1% |
| 1Y | +9.1% | -5.6% | +14.8% | +9.2% |
| 3Y | +77.9% | +17.8% | +60.1% | +76.3% |
| 5Y | +78.1% | -57.2% | +135.3% | +78.5% |
| 10Y | +187.8% | +34.8% | +153.0% | +177.5% |
| All | +278.6% | +52.8% | +225.9% | +261.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling