+277.4%
ACGL vs JAAA
+30.2%
+247.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | +13.7% | +0.4% | +13.3% | +13.5% |
| 3M | +8.0% | +1.2% | +6.8% | +7.5% |
| 6M | +13.3% | +2.3% | +10.9% | +12.2% |
| YTD | +11.8% | +3.9% | +8.0% | +10.2% |
| 1Y | +22.2% | +4.8% | +17.4% | +20.0% |
| 3Y | +32.5% | +18.5% | +13.9% | +32.8% |
| 5Y | +160.2% | +27.5% | +132.7% | +168.3% |
| All | +277.4% | +30.2% | +247.3% | +277.6% |
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