+208.4%
AGI vs JAAA
+19.0%
+189.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +7.2% | +0.5% | +6.7% | +6.8% |
| 3M | +4.3% | +1.3% | +3.0% | +3.4% |
| 6M | -27.1% | +2.8% | -29.9% | -28.1% |
| YTD | -6.6% | +3.3% | -9.9% | -7.9% |
| 1Y | +9.5% | +4.9% | +4.6% | +7.8% |
| 3Y | +208.4% | +19.0% | +189.5% | +181.1% |
| All | +208.4% | +19.0% | +189.5% | +181.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling