+491.7%
APH vs JAAA
+30.2%
+461.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | -8.0% | +0.4% | -8.4% | -8.7% |
| 3M | -5.0% | +1.2% | -6.2% | -7.2% |
| 6M | +29.9% | +2.3% | +27.6% | +24.1% |
| YTD | +18.0% | +4.0% | +14.0% | +9.3% |
| 1Y | +11.3% | +4.8% | +6.6% | +1.6% |
| 3Y | +274.9% | +18.5% | +256.4% | +202.1% |
| 5Y | +300.6% | +27.5% | +273.1% | +203.1% |
| All | +491.7% | +30.2% | +461.5% | +324.1% |
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