+11,186.3%
JPM vs AEM
+3,538.8%
+7,647.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.9% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | -0.2% | +24.0% | -24.2% | -0.4% |
| 3M | +15.9% | +16.1% | -0.2% | +15.7% |
| 6M | +20.9% | -11.6% | +32.6% | +21.0% |
| YTD | +12.9% | +21.5% | -8.7% | +12.6% |
| 1Y | +20.3% | +39.2% | -18.9% | +19.9% |
| 3Y | +160.9% | +347.4% | -186.5% | +158.0% |
| 5Y | +154.8% | +290.1% | -135.3% | +151.9% |
| 10Y | +591.1% | +357.8% | +233.3% | +581.1% |
| All | +11,186.3% | +3,538.8% | +7,647.4% | +13,036.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling