+4.5%
AAL vs JAAA
+29.3%
-24.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.0% |
| 7D | -3.7% | +0.2% | -3.9% | -4.2% |
| 30D | -20.8% | +0.5% | -21.3% | -21.9% |
| 3M | -1.3% | +1.3% | -2.5% | -4.5% |
| 6M | +5.4% | +2.7% | +2.7% | -1.5% |
| YTD | -14.4% | +3.2% | -17.5% | -20.8% |
| 1Y | +2.1% | +4.9% | -2.8% | -9.2% |
| 3Y | -10.6% | +19.0% | -29.6% | -27.6% |
| 5Y | -32.2% | +26.8% | -59.0% | -48.6% |
| All | +4.5% | +29.3% | -24.7% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling