+16.1%
JPM vs AFL
+18.6%
-2.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.9% |
| 7D | +3.8% | +2.9% | +0.9% | +2.9% |
| 30D | +6.5% | +11.5% | -5.0% | +3.3% |
| 3M | -1.0% | +0.6% | -1.6% | -1.4% |
| 6M | +15.5% | +11.7% | +3.8% | +11.2% |
| YTD | +11.4% | +15.4% | -4.0% | +4.9% |
| 1Y | +16.1% | +17.6% | -1.5% | +8.9% |
| All | +16.1% | +18.6% | -2.5% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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