+67.9%
AEP vs JOBY
-41.4%
+109.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -0.9% | -5.2% | +4.3% | -0.9% |
| 30D | -1.1% | -19.7% | +18.7% | -0.9% |
| 3M | -3.3% | -31.7% | +28.5% | -3.1% |
| 6M | -4.6% | -37.5% | +32.9% | -4.4% |
| YTD | +9.4% | -51.6% | +61.0% | +10.0% |
| 1Y | +16.9% | -53.3% | +70.2% | +17.6% |
| 3Y | +76.6% | -12.2% | +88.9% | +74.6% |
| 5Y | +66.2% | -31.3% | +97.5% | +61.5% |
| All | +67.9% | -41.4% | +109.2% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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