+29.2%
ALL vs JAAA
+4.8%
+24.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +5.0% | +0.1% | +4.9% | +5.1% |
| 30D | +13.3% | +0.4% | +12.9% | +13.6% |
| 3M | +3.2% | +1.2% | +2.0% | +4.3% |
| 6M | +25.3% | +2.3% | +23.0% | +28.8% |
| YTD | +30.5% | +4.0% | +26.5% | +41.1% |
| 1Y | +29.2% | +4.8% | +24.4% | +33.3% |
| All | +29.2% | +4.8% | +24.4% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling