+4.9%
AAL vs JAAA
+30.3%
-25.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.2% |
| 7D | -0.1% | +0.1% | -0.2% | -0.3% |
| 30D | +11.7% | +0.4% | +11.3% | +10.5% |
| 3M | -12.5% | +1.2% | -13.8% | -15.3% |
| 6M | +3.6% | +2.3% | +1.3% | -2.4% |
| YTD | -14.1% | +4.0% | -18.1% | -22.2% |
| 1Y | +0.8% | +4.8% | -4.1% | -10.4% |
| 3Y | +11.8% | +18.4% | -6.6% | -10.9% |
| 5Y | -35.1% | +27.5% | -62.6% | -51.5% |
| All | +4.9% | +30.3% | -25.4% | -30.6% |
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 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