+13.9%
JPM vs AAL
-7.2%
+21.1%
-3.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -0.4% | -1.3% | +0.9% | -0.3% |
| 30D | -1.4% | -13.7% | +12.3% | -0.2% |
| 3M | +13.9% | -8.2% | +22.1% | +14.4% |
| All | +13.9% | -7.2% | +21.1% | +14.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling