+135.3%
JPM vs AEP
+87.7%
+47.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.5% | +2.9% | +0.6% | +2.9% |
| 30D | +3.3% | +3.2% | +0.1% | +2.6% |
| 3M | -4.2% | +3.8% | -8.0% | -4.9% |
| 6M | +16.4% | +2.5% | +13.9% | +15.7% |
| YTD | +9.5% | +15.5% | -6.0% | +6.0% |
| 1Y | +14.0% | +9.6% | +4.4% | +11.6% |
| 3Y | +153.1% | +91.2% | +61.9% | +111.5% |
| All | +135.3% | +87.7% | +47.6% | +99.2% |
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