+162.3%
JPM vs AEM
+344.0%
-181.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | -0.4% | +3.0% | -3.4% | -0.6% |
| 30D | -1.4% | +12.5% | -13.9% | -2.4% |
| 3M | +13.9% | +26.9% | -13.0% | +11.4% |
| 6M | +23.5% | -9.4% | +33.0% | +23.3% |
| YTD | +11.6% | +20.3% | -8.6% | +9.0% |
| 1Y | +21.4% | +33.8% | -12.4% | +17.8% |
| All | +162.3% | +344.0% | -181.7% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling