+245.2%
ACGL vs JAAA
+29.3%
+215.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -1.0% | +0.5% | -1.5% | -1.2% |
| 3M | +11.0% | +1.3% | +9.8% | +10.5% |
| 6M | -0.3% | +2.7% | -3.0% | -1.4% |
| YTD | +2.3% | +3.2% | -0.9% | +1.0% |
| 1Y | +6.4% | +4.9% | +1.4% | +4.3% |
| 3Y | +34.0% | +19.0% | +15.0% | +35.3% |
| 5Y | +161.6% | +26.8% | +134.8% | +170.1% |
| All | +245.2% | +29.3% | +215.9% | +246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling