-67.0%
JBLU vs AON
+1,017.2%
-1,084.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.0% |
| 7D | -5.0% | -6.3% | +1.3% | -1.9% |
| 30D | -23.9% | -14.1% | -9.8% | -18.1% |
| 3M | -11.6% | -9.5% | -2.2% | -7.7% |
| 6M | -0.2% | -4.0% | +3.8% | +0.7% |
| YTD | -3.3% | -13.8% | +10.5% | +2.5% |
| 1Y | -15.4% | -18.3% | +2.9% | -8.0% |
| 3Y | -14.7% | -7.2% | -7.5% | -13.6% |
| 5Y | -70.0% | +7.3% | -77.4% | -71.9% |
| 10Y | -72.9% | +203.6% | -276.5% | -84.5% |
| All | -67.0% | +1,017.2% | -1,084.2% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling