+162.6%
JPM vs ACI
-43.5%
+206.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.8% | -1.4% |
| 7D | -0.4% | -2.6% | +2.2% | -0.4% |
| 30D | -1.1% | +1.1% | -2.2% | -1.1% |
| 3M | +14.1% | -23.6% | +37.8% | +14.5% |
| 6M | +23.3% | -29.9% | +53.2% | +23.9% |
| YTD | +11.3% | -26.9% | +38.1% | +11.4% |
| 1Y | +23.0% | -34.2% | +57.2% | +24.4% |
| 3Y | +162.6% | -43.6% | +206.2% | +166.2% |
| All | +162.6% | -43.5% | +206.0% | +166.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling