+217.7%
ALL vs JAAA
+29.3%
+188.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -3.6% | +0.4% | -4.0% | -4.0% |
| 3M | +13.2% | +1.2% | +12.0% | +11.8% |
| 6M | +22.5% | +2.7% | +19.8% | +19.3% |
| YTD | +22.7% | +3.2% | +19.5% | +18.9% |
| 1Y | +28.3% | +4.8% | +23.5% | +22.2% |
| 3Y | +152.0% | +19.0% | +133.1% | +125.7% |
| 5Y | +115.4% | +26.8% | +88.6% | +85.9% |
| All | +217.7% | +29.3% | +188.4% | +172.6% |
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