+152.5%
JPM vs AEIS
+238.7%
-86.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | -0.4% | +6.5% | -6.9% | -1.7% |
| 30D | -1.4% | -9.2% | +7.8% | +0.2% |
| 3M | +13.9% | -8.3% | +22.3% | +13.6% |
| 6M | +23.5% | -6.3% | +29.9% | +20.9% |
| YTD | +11.6% | +36.5% | -24.9% | -1.8% |
| 1Y | +21.4% | +84.8% | -63.4% | -2.8% |
| 3Y | +163.4% | +176.6% | -13.1% | +79.9% |
| 5Y | +152.5% | +237.1% | -84.6% | +53.7% |
| All | +152.5% | +238.7% | -86.2% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling