+54.3%
JD vs AEE
+307.3%
-253.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -1.7% | +0.3% | -2.0% | -1.7% |
| 30D | -13.2% | -2.3% | -10.9% | -12.9% |
| 3M | -3.2% | +0.2% | -3.4% | -3.4% |
| 6M | +15.2% | -4.7% | +20.0% | +15.9% |
| YTD | +2.0% | +8.1% | -6.1% | +0.3% |
| 1Y | -5.4% | +8.5% | -13.9% | -7.1% |
| 3Y | -9.1% | +48.9% | -58.0% | -16.4% |
| 5Y | -59.6% | +39.9% | -99.5% | -62.8% |
| 10Y | +26.2% | +186.5% | -160.3% | +2.0% |
| All | +54.3% | +307.3% | -253.0% | +17.1% |
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 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