+61.0%
AA vs JAAA
+4.9%
+56.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.7% |
| 7D | -0.7% | +0.2% | -0.9% | -2.0% |
| 30D | +5.0% | +0.5% | +4.5% | +0.9% |
| 3M | -35.8% | +1.3% | -37.1% | -41.8% |
| 6M | -18.4% | +2.7% | -21.1% | -34.0% |
| YTD | -5.5% | +3.2% | -8.7% | -26.3% |
| 1Y | +61.0% | +4.9% | +56.0% | +5.2% |
| All | +61.0% | +4.9% | +56.1% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling