-44.0%
ACI vs JAAA
+26.7%
-70.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | -2.3% | +0.5% | -2.8% | -2.2% |
| 3M | -23.2% | +1.2% | -24.4% | -22.9% |
| 6M | -29.5% | +2.7% | -32.2% | -29.0% |
| YTD | -28.6% | +3.2% | -31.8% | -28.1% |
| 1Y | -34.0% | +4.8% | -38.8% | -33.5% |
| 3Y | -45.0% | +19.0% | -64.0% | -44.2% |
| 5Y | -44.0% | +26.8% | -70.8% | -46.6% |
| All | -44.0% | +26.7% | -70.7% | -46.6% |
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 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