-73.8%
JBLU vs AEE
+191.1%
-264.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -5.0% | -0.8% | -4.2% | -4.7% |
| 30D | -23.9% | -2.9% | -21.0% | -23.1% |
| 3M | -11.6% | -2.4% | -9.2% | -11.0% |
| 6M | -0.2% | -2.7% | +2.5% | +0.6% |
| YTD | -3.3% | +7.3% | -10.6% | -5.9% |
| 1Y | -15.4% | +7.5% | -22.9% | -17.7% |
| 3Y | -14.7% | +46.2% | -60.9% | -25.6% |
| 5Y | -70.0% | +39.7% | -109.7% | -73.6% |
| All | -73.8% | +191.1% | -264.9% | -79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling