Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • JPM vs AEM✓SelectedUSD · AEMJPM vs AEM performance historyLatest closeAs of-0.32%09/10
Stock and ETF performance explorer

JPM vs AEM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+154.6%
AEM return
+294.2%
Excess return
-139.5%
Maximum drawdown
-38.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioAEMExcessAlpha
1D-0.3%-2.9%+2.6%-0.1%
7D-2.3%-5.0%+2.7%-1.9%
30D-2.3%+8.5%-10.8%-3.1%
3M+14.9%+29.3%-14.4%+12.0%
6M+23.6%-12.9%+36.6%+24.2%
YTD+11.3%+16.8%-5.5%+8.8%
1Y+19.9%+29.8%-9.9%+16.1%
3Y+162.6%+336.7%-174.1%+127.2%
5Y+154.6%+299.9%-145.3%+116.6%
All+154.6%+294.2%-139.5%+116.6%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling