+153.1%
JPM vs AEIS
+148.8%
+4.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.5% |
| 7D | +3.5% | +11.5% | -8.0% | +1.8% |
| 30D | +3.3% | -15.8% | +19.0% | +5.1% |
| 3M | -4.2% | -33.3% | +29.1% | +0.7% |
| 6M | +16.4% | -35.2% | +51.6% | +21.1% |
| YTD | +9.5% | +5.0% | +4.5% | +1.2% |
| 1Y | +14.0% | +8.5% | +5.5% | +4.5% |
| 3Y | +153.1% | +152.9% | +0.2% | +86.3% |
| All | +153.1% | +148.8% | +4.3% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling