+41.6%
AA vs JBL
+1,148.2%
-1,106.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.3% |
| 7D | +0.5% | +6.3% | -5.8% | -3.3% |
| 30D | -0.6% | -13.5% | +12.9% | +8.4% |
| 3M | -19.7% | -31.3% | +11.7% | +0.1% |
| 6M | -41.6% | -28.4% | -13.1% | -30.1% |
| YTD | -24.6% | +11.6% | -36.2% | -35.5% |
| 1Y | +4.9% | +26.1% | -21.3% | -17.6% |
| 3Y | +66.8% | +97.4% | -30.5% | -12.6% |
| 5Y | -19.4% | +301.0% | -320.4% | -76.1% |
| All | +41.6% | +1,148.2% | -1,106.7% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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