+1,314.2%
AAOI vs JAAA
+26.5%
+1,287.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.6% |
| 7D | -0.2% | +0.1% | -0.2% | -0.5% |
| 30D | -23.7% | +0.5% | -24.2% | -25.5% |
| 3M | -39.0% | +1.3% | -40.3% | -42.5% |
| 6M | -17.0% | +2.8% | -19.8% | -26.8% |
| YTD | +202.2% | +3.3% | +199.0% | +160.4% |
| 1Y | +292.4% | +4.9% | +287.5% | +214.4% |
| 3Y | +804.4% | +19.0% | +785.4% | +528.5% |
| All | +1,314.2% | +26.5% | +1,287.7% | +846.8% |
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 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