+1,525.1%
JBL vs AEIS
+562.2%
+962.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.9% | +0.1% | +2.5% |
| 7D | +2.4% | +2.3% | +0.2% | +1.2% |
| 30D | -13.1% | -14.8% | +1.7% | -5.7% |
| 3M | -15.6% | -15.6% | 0.0% | -9.3% |
| 6M | +24.6% | -8.7% | +33.3% | +27.6% |
| YTD | +39.6% | +37.3% | +2.3% | +14.7% |
| 1Y | +48.6% | +80.3% | -31.7% | +5.2% |
| 3Y | +197.3% | +177.9% | +19.3% | +62.1% |
| 5Y | +413.0% | +235.8% | +177.2% | +146.4% |
| All | +1,525.1% | +562.2% | +962.8% | +418.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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