+3,935.6%
JBL vs AEE
+822.6%
+3,113.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | +4.4% | +1.3% | +3.1% | +3.8% |
| 30D | -8.4% | -1.2% | -7.2% | -7.9% |
| 3M | -14.2% | +1.0% | -15.2% | -15.1% |
| 6M | +29.6% | -2.3% | +31.9% | +29.9% |
| YTD | +37.1% | +9.1% | +27.9% | +30.2% |
| 1Y | +49.5% | +10.6% | +38.9% | +40.7% |
| 3Y | +192.7% | +48.5% | +144.2% | +131.7% |
| 5Y | +411.3% | +39.9% | +371.5% | +310.2% |
| 10Y | +1,447.6% | +185.7% | +1,261.9% | +708.7% |
| All | +3,935.6% | +822.6% | +3,113.0% | +1,236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling