-67.1%
JBLU vs AEE
+604.3%
-671.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.9% |
| 7D | -4.8% | -0.7% | -4.1% | -4.5% |
| 30D | -24.4% | -2.0% | -22.5% | -23.7% |
| 3M | -4.8% | -2.8% | -1.9% | -3.6% |
| 6M | -0.5% | -3.6% | +3.1% | +1.1% |
| YTD | -3.5% | +7.3% | -10.8% | -7.5% |
| 1Y | -13.6% | +8.7% | -22.3% | -17.7% |
| 3Y | -15.3% | +46.0% | -61.3% | -31.5% |
| 5Y | -70.1% | +39.8% | -109.9% | -75.7% |
| 10Y | -72.9% | +191.4% | -264.3% | -86.8% |
| All | -67.1% | +604.3% | -671.4% | -91.2% |
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 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