+16.9%
JD vs AEE
+186.8%
-169.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.0% | -2.4% |
| 7D | -3.0% | +1.1% | -4.0% | -3.2% |
| 30D | -19.3% | 0.0% | -19.3% | -19.4% |
| 3M | -6.0% | -0.9% | -5.1% | -6.0% |
| 6M | +1.8% | -2.4% | +4.2% | +2.0% |
| YTD | -2.6% | +8.6% | -11.2% | -4.3% |
| 1Y | -17.4% | +10.2% | -27.6% | -19.2% |
| 3Y | -8.6% | +47.8% | -56.4% | -16.1% |
| 5Y | -61.6% | +40.1% | -101.7% | -64.7% |
| 10Y | +16.9% | +195.0% | -178.2% | -4.4% |
| All | +16.9% | +186.8% | -169.9% | -4.4% |
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