+292.4%
AAOI vs JAAA
+4.9%
+287.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.3% |
| 7D | -0.2% | +0.1% | -0.2% | -0.9% |
| 30D | -23.7% | +0.5% | -24.2% | -27.2% |
| 3M | -39.0% | +1.3% | -40.3% | -46.0% |
| 6M | -17.0% | +2.8% | -19.8% | -36.9% |
| YTD | +202.2% | +3.3% | +199.0% | +75.3% |
| 1Y | +292.4% | +4.9% | +287.5% | +18.0% |
| All | +292.4% | +4.9% | +287.5% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling