+32.5%
JD vs AEE
+211.4%
-179.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +5.2% | +3.0% | +2.2% | +4.7% |
| 30D | +4.5% | +11.2% | -6.7% | +2.7% |
| 3M | -15.4% | +7.0% | -22.4% | -16.4% |
| 6M | -6.0% | +5.7% | -11.7% | -7.1% |
| YTD | +2.2% | +16.2% | -14.1% | -0.8% |
| 1Y | -6.7% | +12.0% | -18.7% | -8.8% |
| 3Y | +20.5% | +63.4% | -42.8% | +8.8% |
| 5Y | -58.4% | +56.0% | -114.5% | -62.6% |
| 10Y | +32.5% | +217.4% | -184.9% | +10.1% |
| All | +32.5% | +211.4% | -179.0% | +10.1% |
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