+17.9%
JPM vs AEM
+30.1%
-12.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | 0.0% |
| 7D | -2.3% | -5.0% | +2.7% | -1.8% |
| 30D | -2.3% | +8.5% | -10.8% | -3.4% |
| 3M | +14.9% | +29.3% | -14.4% | +11.1% |
| 6M | +23.6% | -12.9% | +36.6% | +23.7% |
| YTD | +11.3% | +16.8% | -5.5% | +5.9% |
| All | +17.9% | +30.1% | -12.2% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling