+1,700.3%
JPM vs AAL
-34.9%
+1,735.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.0% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -1.1% | -19.0% | +17.9% | +4.2% |
| 3M | +14.1% | -5.1% | +19.2% | +14.6% |
| 6M | +23.3% | +15.5% | +7.8% | +16.8% |
| YTD | +11.3% | -15.8% | +27.1% | +14.1% |
| 1Y | +23.0% | -0.3% | +23.3% | +19.8% |
| 3Y | +162.6% | -7.7% | +170.2% | +147.6% |
| 5Y | +152.8% | -32.5% | +185.3% | +147.1% |
| 10Y | +583.6% | -66.0% | +649.6% | +588.1% |
| All | +1,700.3% | -34.9% | +1,735.3% | +758.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling