+139.8%
AJG vs JAAA
+29.4%
+110.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -8.3% | +0.1% | -8.4% | -8.3% |
| 30D | -5.7% | +0.5% | -6.2% | -5.9% |
| 3M | +9.1% | +1.3% | +7.8% | +8.4% |
| 6M | +15.2% | +2.8% | +12.4% | +13.8% |
| YTD | -6.3% | +3.3% | -9.6% | -7.7% |
| 1Y | -19.1% | +4.9% | -24.0% | -21.0% |
| 3Y | +8.2% | +19.0% | -10.7% | +2.4% |
| 5Y | +75.6% | +26.9% | +48.7% | +65.2% |
| All | +139.8% | +29.4% | +110.4% | +114.7% |
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