+67.3%
AG vs JAAA
+26.8%
+40.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.8% | -4.8% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | +6.4% | +0.4% | +5.9% | +5.5% |
| 3M | +28.4% | +1.2% | +27.2% | +25.4% |
| 6M | -24.5% | +2.7% | -27.1% | -28.2% |
| YTD | +21.2% | +3.2% | +18.0% | +14.2% |
| 1Y | +114.1% | +4.8% | +109.3% | +96.3% |
| 3Y | +268.0% | +19.0% | +249.1% | +180.8% |
| 5Y | +67.3% | +26.8% | +40.5% | +4.9% |
| All | +67.3% | +26.8% | +40.5% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling