+112.0%
ACWI vs JAAA
+30.2%
+81.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +0.3% | +0.1% | +0.3% | +0.2% |
| 30D | -2.8% | +0.4% | -3.2% | -3.4% |
| 3M | -3.2% | +1.1% | -4.3% | -4.9% |
| 6M | +1.3% | +2.3% | -1.0% | -2.2% |
| YTD | +11.2% | +3.9% | +7.3% | +4.9% |
| 1Y | +13.8% | +4.8% | +9.0% | +6.0% |
| 3Y | +76.2% | +18.4% | +57.8% | +49.1% |
| 5Y | +59.5% | +27.4% | +32.1% | +27.8% |
| All | +112.0% | +30.2% | +81.9% | +60.5% |
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