+2,001.3%
JPM vs AEE
+892.1%
+1,109.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | +3.5% | +1.7% | +1.8% | +2.5% |
| 30D | +3.3% | +9.7% | -6.5% | -2.1% |
| 3M | -4.2% | +5.9% | -10.1% | -7.4% |
| 6M | +16.4% | +6.7% | +9.7% | +11.5% |
| YTD | +9.5% | +17.4% | -7.8% | -1.2% |
| 1Y | +14.0% | +12.7% | +1.4% | +5.2% |
| 3Y | +153.1% | +68.2% | +84.9% | +80.7% |
| 5Y | +134.9% | +57.3% | +77.6% | +70.6% |
| 10Y | +485.7% | +220.6% | +265.1% | +151.9% |
| All | +2,001.3% | +892.1% | +1,109.1% | +309.2% |
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