+70.2%
AEP vs JAAA
+29.3%
+40.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +0.5% | +0.5% | +0.1% | +0.2% |
| 3M | -0.3% | +1.2% | -1.5% | -1.0% |
| 6M | -3.5% | +2.8% | -6.3% | -5.1% |
| YTD | +11.3% | +3.2% | +8.1% | +9.1% |
| 1Y | +20.2% | +4.8% | +15.4% | +16.7% |
| 3Y | +79.8% | +19.0% | +60.8% | +63.4% |
| 5Y | +65.6% | +26.8% | +38.7% | +43.3% |
| All | +70.2% | +29.3% | +40.9% | +42.9% |
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