-12.7%
JBLU vs AON
+2.1%
-14.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.4% | +7.6% | +10.6% |
| 7D | +24.9% | +9.4% | +15.5% | +22.2% |
| 30D | -12.3% | +27.0% | -39.3% | -16.9% |
| 3M | -44.5% | -3.1% | -41.3% | -44.0% |
| 6M | -25.7% | +10.0% | -35.7% | -26.2% |
| YTD | -21.8% | -1.6% | -20.2% | -20.8% |
| 1Y | -12.7% | +0.9% | -13.6% | -11.2% |
| All | -12.7% | +2.1% | -14.8% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 1y: compounded portfolio wealth divided by compounded AON 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…
1y analysis · Full analysis span regression · 6 months rolling