-70.2%
AAOX vs JAAA
+2.4%
-72.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | 0.0% | -8.5% | -8.1% |
| 7D | +5.4% | +0.1% | +5.3% | +4.1% |
| 30D | -47.7% | +0.4% | -48.2% | -51.5% |
| 3M | -78.6% | +1.2% | -79.8% | -84.6% |
| All | -70.2% | +2.4% | -72.7% | -87.7% |
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 · Available span rolling