+8.4%
ALB vs JAAA
+30.3%
-21.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | -4.5% | +0.4% | -5.0% | -5.1% |
| 3M | -28.1% | +1.2% | -29.3% | -29.2% |
| 6M | -53.2% | +2.3% | -55.5% | -54.6% |
| YTD | -33.3% | +4.0% | -37.3% | -36.6% |
| 1Y | -17.4% | +4.8% | -22.3% | -22.2% |
| 3Y | -14.1% | +18.4% | -32.6% | -20.4% |
| 5Y | -64.0% | +27.5% | -91.5% | -66.6% |
| All | +8.4% | +30.3% | -21.9% | -18.3% |
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