+481.0%
JPM vs ALLE
+212.2%
+268.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | 0.0% |
| 7D | -2.5% | -0.8% | -1.6% | -2.0% |
| 30D | +2.7% | +27.4% | -24.6% | -9.5% |
| 3M | -4.7% | +13.8% | -18.5% | -11.3% |
| 6M | +15.6% | +45.5% | -29.9% | -6.4% |
| YTD | +8.6% | +21.4% | -12.8% | -3.9% |
| 1Y | +10.9% | +15.4% | -4.5% | +0.8% |
| 3Y | +149.9% | +91.7% | +58.2% | +65.1% |
| 5Y | +131.9% | +54.5% | +77.4% | +69.3% |
| 10Y | +481.0% | +210.5% | +270.5% | +205.5% |
| All | +481.0% | +212.2% | +268.8% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling