+16.9%
JD vs AEIS
+545.5%
-528.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.3% | -2.1% |
| 7D | -3.0% | +6.5% | -9.4% | -4.9% |
| 30D | -19.3% | -9.2% | -10.2% | -17.5% |
| 3M | -6.0% | -8.3% | +2.3% | -7.0% |
| 6M | +1.8% | -6.3% | +8.1% | -1.9% |
| YTD | -2.6% | +36.5% | -39.1% | -19.1% |
| 1Y | -17.4% | +84.8% | -102.2% | -39.3% |
| 3Y | -8.6% | +176.6% | -185.2% | -45.1% |
| 5Y | -61.6% | +237.1% | -298.7% | -79.0% |
| 10Y | +16.9% | +554.7% | -537.8% | -52.5% |
| All | +16.9% | +545.5% | -528.7% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling