+79.3%
ALLY vs JAAA
+29.3%
+50.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +1.0% | +0.1% | +0.9% | +0.7% |
| 30D | -3.3% | +0.5% | -3.7% | -4.7% |
| 3M | +0.5% | +1.2% | -0.8% | -3.4% |
| 6M | +12.6% | +2.8% | +9.7% | +2.9% |
| YTD | -4.7% | +3.2% | -7.9% | -13.6% |
| 1Y | +5.2% | +4.8% | +0.4% | -9.1% |
| 3Y | +66.5% | +19.0% | +47.5% | +11.3% |
| 5Y | +0.2% | +26.8% | -26.6% | -41.6% |
| All | +79.3% | +29.3% | +50.0% | -4.6% |
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