+465.0%
JPM vs AEIS
+332.3%
+132.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +2.0% |
| 7D | +3.5% | +11.5% | -8.0% | +0.5% |
| 30D | +3.3% | -15.8% | +19.0% | +6.4% |
| 3M | -4.2% | -33.3% | +29.1% | +4.1% |
| 6M | +16.4% | -35.2% | +51.6% | +24.3% |
| YTD | +9.5% | +5.0% | +4.5% | -0.7% |
| 1Y | +14.0% | +8.5% | +5.5% | +2.2% |
| 3Y | +153.1% | +152.9% | +0.2% | +65.6% |
| 5Y | +134.9% | +144.6% | -9.7% | +49.7% |
| All | +465.0% | +332.3% | +132.7% | +167.7% |
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