+129.4%
AME vs JAAA
+29.3%
+100.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.4% |
| 30D | -6.7% | +0.5% | -7.2% | -7.4% |
| 3M | +4.1% | +1.3% | +2.8% | +2.2% |
| 6M | +1.6% | +2.7% | -1.1% | -2.2% |
| YTD | +16.1% | +3.2% | +13.0% | +11.1% |
| 1Y | +27.3% | +4.9% | +22.4% | +19.0% |
| 3Y | +50.9% | +19.0% | +31.9% | +28.7% |
| 5Y | +81.4% | +26.8% | +54.6% | +47.2% |
| All | +129.4% | +29.3% | +100.1% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling