-7.4%
ALC vs JAAA
+27.1%
-34.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +17.2% | +0.4% | +16.8% | +16.5% |
| 3M | +4.6% | +1.1% | +3.5% | +2.8% |
| 6M | +20.1% | +2.3% | +17.8% | +16.0% |
| YTD | -4.2% | +3.9% | -8.1% | -9.6% |
| 1Y | +2.1% | +4.8% | -2.7% | -4.9% |
| 3Y | +4.5% | +18.4% | -14.0% | -12.7% |
| All | -7.4% | +27.1% | -34.5% | -28.2% |
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