+585.7%
JPM vs AAL
-64.2%
+649.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -2.3% | -0.9% | -1.4% | -2.1% |
| 30D | -2.3% | -16.0% | +13.6% | +2.0% |
| 3M | +14.9% | -4.2% | +19.1% | +15.1% |
| 6M | +23.6% | +15.7% | +8.0% | +17.1% |
| YTD | +11.3% | -16.2% | +27.5% | +14.2% |
| 1Y | +19.9% | +0.2% | +19.7% | +16.6% |
| 3Y | +162.6% | -8.1% | +170.7% | +147.3% |
| 5Y | +154.6% | -32.2% | +186.8% | +148.4% |
| All | +585.7% | -64.2% | +649.9% | +577.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling