+262.9%
AFL vs JAAA
+29.4%
+233.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -4.0% | +0.5% | -4.6% | -4.5% |
| 3M | -0.5% | +1.3% | -1.8% | -1.6% |
| 6M | +6.5% | +2.8% | +3.7% | +4.1% |
| YTD | +6.2% | +3.3% | +2.9% | +3.3% |
| 1Y | +8.3% | +4.9% | +3.4% | +3.9% |
| 3Y | +62.5% | +19.0% | +43.6% | +47.6% |
| 5Y | +136.2% | +26.9% | +109.3% | +108.2% |
| All | +262.9% | +29.4% | +233.5% | +199.6% |
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