+804.4%
AAOI vs JAAA
+19.0%
+785.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +0.9% |
| 7D | -0.2% | +0.1% | -0.2% | -1.2% |
| 30D | -23.7% | +0.5% | -24.2% | -29.0% |
| 3M | -39.0% | +1.3% | -40.3% | -48.8% |
| 6M | -17.0% | +2.8% | -19.8% | -43.0% |
| YTD | +202.2% | +3.3% | +199.0% | +92.4% |
| 1Y | +292.4% | +4.9% | +287.5% | +97.3% |
| 3Y | +804.4% | +19.0% | +785.4% | +132.8% |
| All | +804.4% | +19.0% | +785.4% | +132.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling