+154.6%
JPM vs AEP
+63.6%
+91.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.1% |
| 7D | -2.3% | -1.0% | -1.4% | -2.2% |
| 30D | -2.3% | -0.1% | -2.3% | -2.3% |
| 3M | +14.9% | -3.2% | +18.1% | +15.5% |
| 6M | +23.6% | -5.3% | +28.9% | +24.7% |
| YTD | +11.3% | +9.5% | +1.7% | +8.9% |
| 1Y | +19.9% | +17.5% | +2.4% | +15.4% |
| 3Y | +162.6% | +77.0% | +85.6% | +123.9% |
| 5Y | +154.6% | +66.4% | +88.2% | +124.9% |
| All | +154.6% | +63.6% | +91.1% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling