+585.7%
JPM vs AEM
+369.2%
+216.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.3% |
| 7D | -2.3% | -5.0% | +2.7% | -2.2% |
| 30D | -2.3% | +8.5% | -10.8% | -2.5% |
| 3M | +14.9% | +29.3% | -14.4% | +14.2% |
| 6M | +23.6% | -12.9% | +36.6% | +23.5% |
| YTD | +11.3% | +16.8% | -5.5% | +10.8% |
| 1Y | +19.9% | +29.8% | -9.9% | +19.3% |
| 3Y | +162.6% | +336.7% | -174.1% | +160.7% |
| 5Y | +154.6% | +299.9% | -145.3% | +151.9% |
| All | +585.7% | +369.2% | +216.5% | +586.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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