+162.3%
JPM vs AEP
+78.6%
+83.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -0.4% | +0.9% | -1.3% | -0.5% |
| 30D | -1.4% | +1.5% | -2.9% | -1.6% |
| 3M | +13.9% | -1.7% | +15.6% | +14.1% |
| 6M | +23.5% | -4.0% | +27.6% | +23.9% |
| YTD | +11.6% | +10.6% | +1.0% | +10.4% |
| 1Y | +21.4% | +18.6% | +2.7% | +19.0% |
| All | +162.3% | +78.6% | +83.7% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling