+46.0%
ACM vs JAAA
+29.3%
+16.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -12.7% | +0.5% | -13.1% | -13.1% |
| 3M | -9.8% | +1.2% | -11.0% | -11.0% |
| 6M | -31.4% | +2.7% | -34.1% | -33.3% |
| YTD | -32.1% | +3.2% | -35.3% | -34.3% |
| 1Y | -47.8% | +4.8% | -52.6% | -50.4% |
| 3Y | -22.1% | +19.0% | -41.1% | -30.8% |
| 5Y | +1.8% | +26.8% | -25.0% | -12.5% |
| All | +46.0% | +29.3% | +16.7% | +14.1% |
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