+20.3%
JPM vs AEIS
+93.3%
-73.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.4% | -1.1% |
| 7D | +0.3% | +3.0% | -2.7% | 0.0% |
| 30D | -0.2% | -14.6% | +14.5% | +1.0% |
| 3M | +15.9% | -12.4% | +28.3% | +15.7% |
| 6M | +20.9% | -15.0% | +35.9% | +20.2% |
| YTD | +12.9% | +34.3% | -21.4% | +7.4% |
| 1Y | +20.3% | +87.4% | -67.1% | +13.8% |
| All | +20.3% | +93.3% | -73.0% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling