+284.0%
AEP vs JD
+48.9%
+235.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.5% |
| 7D | -1.5% | +7.9% | -9.4% | -1.6% |
| 30D | +4.5% | +4.8% | -0.3% | +4.4% |
| 3M | +2.8% | -13.9% | +16.8% | +3.1% |
| 6M | -0.7% | -5.8% | +5.2% | -0.6% |
| YTD | +13.8% | +2.4% | +11.4% | +13.7% |
| 1Y | +9.0% | -7.5% | +16.5% | +9.0% |
| 3Y | +83.0% | +20.9% | +62.1% | +81.2% |
| 5Y | +83.3% | -58.0% | +141.3% | +83.8% |
| 10Y | +194.6% | +28.9% | +165.7% | +184.3% |
| All | +284.0% | +48.9% | +235.1% | +266.8% |
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