-45.1%
ALB vs JAAA
+26.7%
-71.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -8.6% | +0.1% | -8.7% | -8.7% |
| 30D | -4.0% | +0.5% | -4.5% | -4.5% |
| 3M | -17.4% | +1.2% | -18.6% | -18.5% |
| 6M | -25.4% | +2.7% | -28.1% | -27.5% |
| YTD | -10.5% | +3.2% | -13.7% | -13.3% |
| 1Y | +75.8% | +4.8% | +71.0% | +68.2% |
| 3Y | -28.5% | +19.0% | -47.5% | -27.5% |
| 5Y | -45.1% | +26.8% | -71.9% | -43.1% |
| All | -45.1% | +26.7% | -71.8% | -43.1% |
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 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