+35.7%
ACI vs JAAA
+29.3%
+6.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.2% | +0.2% | 0.0% | +0.3% |
| 30D | +5.9% | +0.5% | +5.4% | +6.3% |
| 3M | -19.8% | +1.3% | -21.0% | -19.1% |
| 6M | -24.7% | +2.7% | -27.4% | -23.5% |
| YTD | -24.4% | +3.2% | -27.6% | -23.0% |
| 1Y | -31.5% | +4.9% | -36.4% | -29.7% |
| 3Y | -38.7% | +19.0% | -57.7% | -32.9% |
| 5Y | -42.8% | +26.8% | -69.6% | -38.1% |
| All | +35.7% | +29.3% | +6.4% | +55.7% |
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 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