+19.9%
JPM vs AEP
+17.4%
+2.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.3% |
| 7D | -2.3% | -1.0% | -1.4% | -2.3% |
| 30D | -2.3% | -0.1% | -2.3% | -2.3% |
| 3M | +14.9% | -3.2% | +18.1% | +15.0% |
| 6M | +23.6% | -5.3% | +28.9% | +23.6% |
| YTD | +11.3% | +9.5% | +1.7% | +11.5% |
| 1Y | +19.9% | +17.5% | +2.4% | +21.0% |
| All | +19.9% | +17.4% | +2.5% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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