+152.8%
JPM vs ACI
-44.9%
+197.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.8% | -1.2% |
| 7D | -0.4% | -2.6% | +2.2% | -0.2% |
| 30D | -1.1% | +1.1% | -2.2% | -1.2% |
| 3M | +14.1% | -23.6% | +37.8% | +16.3% |
| 6M | +23.3% | -29.9% | +53.2% | +26.5% |
| YTD | +11.3% | -26.9% | +38.1% | +13.4% |
| 1Y | +23.0% | -34.2% | +57.2% | +26.8% |
| 3Y | +162.6% | -43.6% | +206.2% | +174.9% |
| 5Y | +152.8% | -42.4% | +195.1% | +162.4% |
| All | +152.8% | -44.9% | +197.7% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling