+366.2%
AGI vs JAAA
+29.3%
+336.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.0% |
| 30D | +11.3% | +0.5% | +10.8% | +10.4% |
| 3M | +5.6% | +1.2% | +4.4% | +3.5% |
| 6M | -27.7% | +2.7% | -30.4% | -30.7% |
| YTD | -4.1% | +3.2% | -7.3% | -8.8% |
| 1Y | +13.8% | +4.8% | +9.0% | +5.6% |
| 3Y | +217.0% | +19.0% | +198.0% | +130.2% |
| 5Y | +404.3% | +26.8% | +377.6% | +208.2% |
| All | +366.2% | +29.3% | +336.9% | +157.5% |
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