-43.0%
ACN vs JAAA
+18.9%
-61.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.9% |
| 7D | -6.3% | +0.1% | -6.4% | -6.7% |
| 30D | -1.4% | +0.5% | -1.8% | -3.0% |
| 3M | +2.6% | +1.2% | +1.3% | -2.1% |
| 6M | -14.3% | +2.7% | -17.0% | -22.4% |
| YTD | -33.1% | +3.2% | -36.3% | -40.4% |
| 1Y | -28.8% | +4.8% | -33.6% | -40.0% |
| All | -43.0% | +18.9% | -61.9% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling