-10.2%
ALC vs JAAA
+4.9%
-15.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.5% |
| 7D | -2.1% | +0.2% | -2.3% | -2.7% |
| 30D | -0.1% | +0.5% | -0.6% | -2.1% |
| 3M | +5.9% | +1.3% | +4.6% | +1.5% |
| 6M | -15.9% | +2.7% | -18.6% | -21.3% |
| YTD | -10.1% | +3.2% | -13.3% | -15.3% |
| 1Y | -10.2% | +4.9% | -15.1% | -17.8% |
| All | -10.2% | +4.9% | -15.1% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling