-35.9%
AAL vs JAAA
+26.7%
-62.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.6% |
| 30D | -13.7% | +0.5% | -14.2% | -14.8% |
| 3M | -8.2% | +1.2% | -9.4% | -11.2% |
| 6M | +13.1% | +2.7% | +10.4% | +5.5% |
| YTD | -15.6% | +3.2% | -18.8% | -22.0% |
| 1Y | +1.4% | +4.8% | -3.4% | -9.6% |
| 3Y | -7.4% | +19.0% | -26.4% | -23.0% |
| 5Y | -35.9% | +26.8% | -62.7% | -53.9% |
| All | -35.9% | +26.7% | -62.6% | -53.9% |
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