+55.0%
JD vs AEIS
+1,102.7%
-1,047.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +11.3% | -13.8% | -5.9% |
| 7D | +7.9% | +1.0% | +6.9% | +6.2% |
| 30D | +4.8% | -24.0% | +28.8% | +11.9% |
| 3M | -13.9% | -32.5% | +18.6% | -5.9% |
| 6M | -5.8% | -38.6% | +32.8% | +2.6% |
| YTD | +2.4% | +4.8% | -2.4% | -10.6% |
| 1Y | -7.5% | +1.3% | -8.9% | -18.5% |
| 3Y | +20.9% | +159.2% | -138.3% | -29.9% |
| 5Y | -58.0% | +140.8% | -198.8% | -75.5% |
| 10Y | +28.9% | +349.8% | -320.9% | -50.2% |
| All | +55.0% | +1,102.7% | -1,047.7% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling