+10,848.8%
JPM vs AEP
+2,329.1%
+8,519.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.5% | +2.9% | +0.6% | +2.1% |
| 30D | +3.3% | +3.2% | +0.1% | +1.7% |
| 3M | -4.2% | +3.8% | -8.0% | -6.0% |
| 6M | +16.4% | +2.5% | +13.9% | +14.6% |
| YTD | +9.5% | +15.5% | -6.0% | +1.4% |
| 1Y | +14.0% | +9.6% | +4.4% | +8.1% |
| 3Y | +153.1% | +91.2% | +61.9% | +78.8% |
| 5Y | +134.9% | +88.2% | +46.7% | +63.5% |
| 10Y | +485.7% | +205.1% | +280.7% | +206.5% |
| All | +10,848.8% | +2,329.1% | +8,519.7% | +1,299.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling