+388.3%
JBL vs AEE
+38.5%
+349.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.5% | -2.6% |
| 7D | -1.0% | -0.7% | -0.3% | -1.0% |
| 30D | -15.1% | -2.0% | -13.1% | -14.9% |
| 3M | -14.0% | -2.8% | -11.2% | -14.1% |
| 6M | +20.6% | -3.6% | +24.2% | +20.6% |
| YTD | +32.9% | +7.3% | +25.6% | +31.1% |
| 1Y | +40.5% | +8.7% | +31.8% | +38.3% |
| 3Y | +183.7% | +46.0% | +137.7% | +165.8% |
| 5Y | +388.3% | +39.8% | +348.6% | +352.5% |
| All | +388.3% | +38.5% | +349.8% | +352.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling