+91.8%
AG vs JAAA
+29.4%
+62.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.1% |
| 7D | -6.7% | +0.1% | -6.8% | -6.9% |
| 30D | +2.2% | +0.5% | +1.6% | +0.9% |
| 3M | +15.7% | +1.3% | +14.4% | +12.4% |
| 6M | -23.8% | +2.8% | -26.6% | -28.4% |
| YTD | +17.6% | +3.3% | +14.4% | +9.4% |
| 1Y | +88.6% | +4.9% | +83.7% | +69.5% |
| 3Y | +253.4% | +19.0% | +234.5% | +148.2% |
| 5Y | +62.4% | +26.9% | +35.5% | -1.3% |
| All | +91.8% | +29.4% | +62.4% | -2.2% |
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