+585.7%
JPM vs AEIS
+531.1%
+54.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.8% |
| 7D | -2.3% | -0.2% | -2.1% | -2.4% |
| 30D | -2.3% | -16.4% | +14.1% | +1.9% |
| 3M | +14.9% | -11.1% | +26.0% | +15.4% |
| 6M | +23.6% | -12.0% | +35.7% | +22.8% |
| YTD | +11.3% | +30.9% | -19.6% | -2.8% |
| 1Y | +19.9% | +74.3% | -54.4% | -5.2% |
| 3Y | +162.6% | +165.2% | -2.6% | +74.4% |
| 5Y | +154.6% | +220.0% | -65.4% | +53.7% |
| All | +585.7% | +531.1% | +54.6% | +197.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling