+20.2%
ALC vs JAAA
+30.2%
-10.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -6.3% | +0.1% | -6.4% | -6.4% |
| 30D | +12.6% | +0.4% | +12.2% | +11.9% |
| 3M | -3.8% | +1.2% | -5.0% | -5.6% |
| 6M | +16.8% | +2.3% | +14.5% | +12.7% |
| YTD | -7.6% | +4.0% | -11.6% | -12.9% |
| 1Y | -5.9% | +4.8% | -10.7% | -12.3% |
| 3Y | +0.6% | +18.5% | -17.9% | -17.1% |
| 5Y | -9.5% | +27.5% | -37.0% | -30.4% |
| All | +20.2% | +30.2% | -10.0% | -16.1% |
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 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