-5.4%
JD vs AEIS
+93.3%
-98.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.8% |
| 7D | -1.7% | +3.0% | -4.6% | -1.8% |
| 30D | -13.2% | -14.6% | +1.5% | -12.5% |
| 3M | -3.2% | -12.4% | +9.3% | -3.3% |
| 6M | +15.2% | -15.0% | +30.2% | +14.7% |
| YTD | +2.0% | +34.3% | -32.3% | -8.0% |
| 1Y | -5.4% | +87.4% | -92.7% | -16.8% |
| All | -5.4% | +93.3% | -98.7% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling