-16.2%
ALC vs JAAA
+26.4%
-42.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -3.7% | +0.5% | -4.2% | -4.4% |
| 3M | +4.6% | +1.2% | +3.3% | +2.6% |
| 6M | -14.6% | +2.8% | -17.4% | -18.1% |
| YTD | -11.9% | +3.2% | -15.0% | -15.9% |
| 1Y | -13.1% | +4.8% | -18.0% | -19.0% |
| 3Y | -15.0% | +19.0% | -34.0% | -28.6% |
| 5Y | -16.2% | +26.8% | -43.0% | -32.8% |
| All | -16.2% | +26.4% | -42.6% | -32.8% |
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 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