+114.8%
ALL vs JAAA
+26.4%
+88.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -4.7% | +0.5% | -5.1% | -5.2% |
| 3M | +18.4% | +1.2% | +17.2% | +16.7% |
| 6M | +20.5% | +2.8% | +17.7% | +16.6% |
| YTD | +23.5% | +3.2% | +20.4% | +19.0% |
| 1Y | +29.0% | +4.8% | +24.1% | +21.7% |
| 3Y | +153.7% | +19.0% | +134.7% | +120.5% |
| 5Y | +114.8% | +26.8% | +88.0% | +76.7% |
| All | +114.8% | +26.4% | +88.4% | +76.7% |
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