+355.8%
JPM vs ACI
+25.9%
+329.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | -0.2% | +5.9% | -6.1% | -0.5% |
| 3M | +15.9% | -19.8% | +35.7% | +17.1% |
| 6M | +20.9% | -24.7% | +45.7% | +22.6% |
| YTD | +12.9% | -24.4% | +37.3% | +14.2% |
| 1Y | +20.3% | -31.5% | +51.8% | +22.5% |
| 3Y | +160.9% | -38.7% | +199.6% | +167.3% |
| 5Y | +154.8% | -42.8% | +197.6% | +159.5% |
| All | +355.8% | +25.9% | +329.9% | +379.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling