+1,251.3%
ALM vs JAAA
+29.3%
+1,222.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | -7.1% | +0.1% | -7.2% | -7.3% |
| 30D | +24.7% | +0.4% | +24.2% | +23.6% |
| 3M | +8.3% | +1.2% | +7.1% | +5.7% |
| 6M | -22.2% | +2.7% | -24.8% | -26.1% |
| YTD | +88.1% | +3.2% | +84.9% | +77.0% |
| 1Y | +272.4% | +4.8% | +267.5% | +240.7% |
| 3Y | +2,004.1% | +19.0% | +1,985.2% | +1,570.3% |
| 5Y | +915.8% | +26.8% | +889.0% | +629.0% |
| All | +1,251.3% | +29.3% | +1,222.0% | +734.9% |
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