+350.8%
JPM vs ACI
+18.9%
+332.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | -0.4% | -5.0% | +4.6% | -0.1% |
| 30D | -1.4% | -2.3% | +0.9% | -1.3% |
| 3M | +13.9% | -23.2% | +37.1% | +15.4% |
| 6M | +23.5% | -29.5% | +53.0% | +25.6% |
| YTD | +11.6% | -28.6% | +40.3% | +13.3% |
| 1Y | +21.4% | -34.0% | +55.4% | +23.8% |
| 3Y | +163.4% | -45.0% | +208.4% | +171.8% |
| 5Y | +152.5% | -44.0% | +196.5% | +157.9% |
| All | +350.8% | +18.9% | +332.0% | +375.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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