-15.4%
A vs JAAA
+26.7%
-42.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.5% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | -2.7% | +0.5% | -3.1% | -3.4% |
| 3M | +7.0% | +1.2% | +5.8% | +5.0% |
| 6M | +24.6% | +2.7% | +21.9% | +19.5% |
| YTD | +7.0% | +3.2% | +3.8% | +1.9% |
| 1Y | +15.6% | +4.8% | +10.8% | +7.5% |
| 3Y | +29.9% | +19.0% | +10.9% | +15.4% |
| 5Y | -15.4% | +26.8% | -42.2% | -27.9% |
| All | -15.4% | +26.7% | -42.1% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 5y: compounded portfolio wealth divided by compounded JAAA 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…
5y analysis · Full analysis span regression · 6 months rolling