+32.3%
JD vs AEIS
+350.2%
-317.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -4.0% | +23.2% | -27.2% | -10.0% |
| 30D | +2.7% | -17.0% | +19.7% | +6.5% |
| 3M | -13.0% | -32.2% | +19.1% | -5.2% |
| 6M | -12.7% | -32.6% | +19.8% | -7.9% |
| YTD | -0.8% | +9.4% | -10.2% | -14.3% |
| 1Y | -8.9% | +7.7% | -16.6% | -21.1% |
| 3Y | +17.0% | +157.9% | -140.9% | -31.0% |
| 5Y | -63.5% | +154.8% | -218.3% | -78.9% |
| All | +32.3% | +350.2% | -317.9% | -46.4% |
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