+302.4%
AA vs JAAA
+29.3%
+273.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.7% |
| 7D | -5.4% | +0.1% | -5.5% | -5.6% |
| 30D | -10.7% | +0.4% | -11.1% | -12.0% |
| 3M | -26.2% | +1.2% | -27.4% | -29.2% |
| 6M | -20.9% | +2.7% | -23.6% | -27.8% |
| YTD | -8.6% | +3.2% | -11.8% | -17.9% |
| 1Y | +57.4% | +4.8% | +52.6% | +34.3% |
| 3Y | +77.8% | +19.0% | +58.8% | +14.7% |
| 5Y | +2.7% | +26.8% | -24.1% | -44.8% |
| All | +302.4% | +29.3% | +273.2% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling