+48.6%
JBL vs AEE
+8.8%
+39.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.1% | +5.0% |
| 7D | +2.4% | -0.8% | +3.2% | +2.3% |
| 30D | -13.1% | -2.9% | -10.2% | -13.6% |
| 3M | -15.6% | -2.4% | -13.2% | -16.8% |
| 6M | +24.6% | -2.7% | +27.3% | +22.7% |
| YTD | +39.6% | +7.3% | +32.3% | +37.7% |
| 1Y | +48.6% | +7.5% | +41.1% | +46.2% |
| All | +48.6% | +8.8% | +39.8% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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