+16.1%
JPM vs AAL
+4.4%
+11.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.1% | +3.1% |
| 7D | +3.8% | +8.3% | -4.6% | +2.3% |
| 30D | +6.5% | +6.2% | +0.2% | +5.2% |
| 3M | -1.0% | -17.7% | +16.7% | +2.2% |
| 6M | +15.5% | +15.4% | +0.1% | +9.9% |
| YTD | +11.4% | -11.1% | +22.5% | +12.1% |
| 1Y | +16.1% | +7.7% | +8.3% | +11.0% |
| All | +16.1% | +4.4% | +11.7% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 1y: compounded portfolio wealth divided by compounded AAL 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…
1y analysis · Full analysis span regression · 6 months rolling