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α Online Jensen Alpha Calculator for Portfolio for Stocks, Etfs & Crypto

Data updated 2025-Jul-02 (Wednesday)
 


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Specify Stock/ETF/Cryptos & quantities to instantly view Jensen's Alpha for portfolio using recent financial data. Jensen's Alpha measures outperformance (excess risk-adjusted return) above market return using recent historical performance (upto 1-year). Aiolux automatically calculates Jensen Alpha for your portfolio over different time horizons so that you dont have to do the tedious calculations

Provided As-is for informational/educational purposes only and should not be construed as investment advice . Past performance may not be not indicative of future results. Always consult your Investment Adviser before any decision

Share       
Portfolio
  Symbol Units Name Holding Allocation
SPDR S&P 500 ETF $62,045.00 23.12%
Bitcoin USD $163,844.33 61.05%
Apple Inc. $42,488.00 15.83%
Alter stock/etf symbol & quantity above as desired. Use AutoComplete functionality to ensure correct ticker symbol used for which data is available

Results Below
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  Jensen Alpha
Portfolio $268,377.33 As of 2025-Jul-02 Wednesday
α 1m-Alpha -1.67% α 3m-Alpha +10.32%
α 6m-Alpha -2.96% α 1y-Alpha +26.45%
Missing Data for SPY in date range. Reasons: . Alpha Values may be affected

Quick Interpretation

1-month alpha of -1.7% shows that Portolio generated no excess returns adjusting for beta (volatility) & risk free rate . S&P 500 (market benchmark) returned +4.9% in the 1-month period as compared to the portfolio which returned +4.0% . Calculation used a Portfolio Beta of 1.16
3-month alpha of +10.3% shows that Portolio generated significant excess returns adjusting for beta (volatility) & risk free rate . S&P 500 (market benchmark) returned +9.8% in the 3-month period as compared to the portfolio which returned +18.4% . Calculation used a Portfolio Beta of 0.80
6-month alpha of -3.0% shows that Portolio generated no excess returns adjusting for beta (volatility) & risk free rate . S&P 500 (market benchmark) returned +6.1% in the 6-month period as compared to the portfolio which returned +2.7% . Calculation used a Portfolio Beta of 0.88
1-year alpha of +26.5% shows that Portolio generated significant excess returns adjusting for beta (volatility) & risk free rate . S&P 500 (market benchmark) returned +12.5% in the 1-year period as compared to the portfolio which returned +39.3% . Calculation used a Portfolio Beta of 1.05

Interpretation for Portfolio Alpha is a starting-point and does NOT account for important factors such as the amount of cash held etc. Red represents no excess alpha in gauges; Yellow represents significant excess alpha & Green represents huge excess alpha

Related Resources for Portfolio
  : Benchmark Portfolio performance & Drawdown analysis
  : Absolute/Benchmarked performance through calendar months
  : Evaluate Risk-Reward tradeoff with Sharpe & Sortino ratios
  : Quantify portfolio outperformance with Jensen's Alpha Currently Viewing
  : Analyze portfolio volatility with Portfolio Beta
  : Correlations between Portfolio constituents & find other uncorrelated/negatively correlated assets
  : Historical distribution of daily Portfolio drawdowns
  : Dollar Cost Averaging (DCA) individual stocks in your portfolio
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