+2,066.0%
JPM vs AEE
+813.9%
+1,252.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | -0.2% | -2.3% | +2.1% | +1.1% |
| 3M | +15.9% | +0.2% | +15.7% | +15.3% |
| 6M | +20.9% | -4.7% | +25.7% | +23.6% |
| YTD | +12.9% | +8.1% | +4.8% | +6.8% |
| 1Y | +20.3% | +8.5% | +11.8% | +13.3% |
| 3Y | +160.9% | +48.9% | +112.0% | +99.7% |
| 5Y | +154.8% | +39.9% | +114.9% | +97.9% |
| 10Y | +591.1% | +186.5% | +404.6% | +216.1% |
| All | +2,066.0% | +813.9% | +1,252.1% | +342.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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