+10.4%
ALC vs JAAA
+29.3%
-18.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -7.7% | +0.1% | -7.8% | -7.8% |
| 30D | -11.7% | +0.4% | -12.1% | -12.3% |
| 3M | +0.7% | +1.2% | -0.5% | -1.2% |
| 6M | -17.1% | +2.7% | -19.7% | -20.3% |
| YTD | -15.1% | +3.2% | -18.3% | -19.1% |
| 1Y | -14.1% | +4.8% | -18.9% | -20.0% |
| 3Y | -18.2% | +19.0% | -37.1% | -32.4% |
| 5Y | -19.2% | +26.8% | -46.0% | -37.4% |
| All | +10.4% | +29.3% | -18.8% | -22.0% |
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