+236.7%
ACGL vs JAAA
+29.3%
+207.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -2.8% | +0.5% | -3.3% | -3.0% |
| 3M | +6.8% | +1.2% | +5.6% | +6.3% |
| 6M | -1.5% | +2.8% | -4.4% | -2.6% |
| YTD | -0.2% | +3.2% | -3.4% | -1.5% |
| 1Y | +5.3% | +4.8% | +0.4% | +3.3% |
| 3Y | +30.3% | +19.0% | +11.3% | +31.6% |
| 5Y | +151.8% | +26.8% | +125.0% | +159.9% |
| All | +236.7% | +29.3% | +207.5% | +237.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling