-73.8%
JBLU vs AEIS
+562.2%
-636.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | -1.8% |
| 7D | -5.0% | +2.3% | -7.2% | -6.0% |
| 30D | -23.9% | -14.8% | -9.1% | -19.4% |
| 3M | -11.6% | -15.6% | +3.9% | -8.7% |
| 6M | -0.2% | -8.7% | +8.5% | -1.7% |
| YTD | -3.3% | +37.3% | -40.6% | -21.2% |
| 1Y | -15.4% | +80.3% | -95.7% | -39.7% |
| 3Y | -14.7% | +177.9% | -192.7% | -51.1% |
| 5Y | -70.0% | +235.8% | -305.9% | -84.4% |
| All | -73.8% | +562.2% | -636.0% | -90.5% |
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