+59.0%
JD vs AEE
+334.8%
-275.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +13.4% | +2.1% | +11.3% | +13.0% |
| 30D | +7.7% | +11.4% | -3.7% | +5.8% |
| 3M | -11.3% | +5.0% | -16.2% | -12.0% |
| 6M | -5.1% | +4.4% | -9.6% | -6.0% |
| YTD | +5.0% | +15.4% | -10.3% | +2.2% |
| 1Y | -5.6% | +13.8% | -19.4% | -8.0% |
| 3Y | +17.8% | +58.0% | -40.2% | +7.3% |
| 5Y | -57.2% | +52.9% | -110.1% | -61.1% |
| 10Y | +34.8% | +205.1% | -170.3% | +7.7% |
| All | +59.0% | +334.8% | -275.8% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling