+126.1%
AME vs JAAA
+29.3%
+96.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -8.6% | +0.4% | -9.0% | -9.2% |
| 3M | +5.8% | +1.2% | +4.6% | +4.0% |
| 6M | +3.8% | +2.7% | +1.2% | 0.0% |
| YTD | +14.4% | +3.2% | +11.3% | +9.5% |
| 1Y | +25.8% | +4.8% | +21.0% | +17.7% |
| 3Y | +55.2% | +19.0% | +36.2% | +32.4% |
| 5Y | +85.5% | +26.8% | +58.7% | +50.6% |
| All | +126.1% | +29.3% | +96.8% | +61.6% |
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