+590.9%
JPM vs AA
+122.9%
+468.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -0.7% | -3.4% | +2.8% | +0.1% |
| 30D | -2.5% | -5.8% | +3.3% | -1.4% |
| 3M | +14.1% | -29.9% | +44.0% | +22.9% |
| 6M | +25.1% | -27.0% | +52.1% | +31.8% |
| YTD | +12.1% | -8.7% | +20.8% | +11.0% |
| 1Y | +18.8% | +50.6% | -31.8% | +3.1% |
| 3Y | +163.4% | +74.1% | +89.3% | +107.0% |
| 5Y | +156.5% | +2.6% | +153.9% | +110.1% |
| All | +590.9% | +122.9% | +468.0% | +242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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