+521.1%
JPM vs ALLE
+222.4%
+298.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -0.8% | -0.6% | -0.2% | -0.4% |
| 30D | +1.5% | +25.3% | -23.8% | -10.0% |
| 3M | -5.7% | +10.3% | -15.9% | -10.9% |
| 6M | +7.2% | +38.0% | -30.8% | -10.8% |
| YTD | +5.8% | +17.8% | -12.0% | -5.0% |
| 1Y | +8.8% | +13.6% | -4.8% | -0.4% |
| 3Y | +147.4% | +89.2% | +58.2% | +63.9% |
| 5Y | +125.3% | +51.1% | +74.3% | +66.0% |
| All | +521.1% | +222.4% | +298.7% | +215.6% |
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