+59.0%
JD vs AEIS
+980.4%
-921.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | -0.2% |
| 7D | +13.4% | -11.3% | +24.6% | +16.4% |
| 30D | +7.7% | -32.6% | +40.3% | +19.6% |
| 3M | -11.3% | -39.2% | +27.9% | +0.4% |
| 6M | -5.1% | -45.4% | +40.2% | +7.4% |
| YTD | +5.0% | -5.8% | +10.9% | -5.0% |
| 1Y | -5.6% | -10.0% | +4.4% | -13.5% |
| 3Y | +17.8% | +121.2% | -103.4% | -27.8% |
| 5Y | -57.2% | +110.6% | -167.8% | -73.8% |
| 10Y | +34.8% | +326.6% | -291.8% | -47.2% |
| All | +59.0% | +980.4% | -921.4% | -58.5% |
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 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