+118.5%
ACWI vs JAAA
+29.3%
+89.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.1% | +0.1% | +1.0% | +0.9% |
| 30D | -0.2% | +0.5% | -0.6% | -0.9% |
| 3M | +4.7% | +1.2% | +3.5% | +2.7% |
| 6M | +14.5% | +2.8% | +11.6% | +9.6% |
| YTD | +14.6% | +3.2% | +11.4% | +9.3% |
| 1Y | +21.4% | +4.8% | +16.6% | +13.2% |
| 3Y | +77.6% | +19.0% | +58.6% | +51.0% |
| 5Y | +68.1% | +26.8% | +41.3% | +35.9% |
| All | +118.5% | +29.3% | +89.3% | +67.2% |
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