+502.2%
APH vs JAAA
+30.2%
+472.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | 0.0% | +8.2% | +8.2% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -7.5% | +0.4% | -7.9% | -8.2% |
| 3M | -4.4% | +1.1% | -5.6% | -6.6% |
| 6M | +26.5% | +2.3% | +24.2% | +21.0% |
| YTD | +20.0% | +3.9% | +16.2% | +11.4% |
| 1Y | +16.9% | +4.8% | +12.1% | +6.7% |
| 3Y | +288.5% | +18.4% | +270.1% | +213.4% |
| 5Y | +310.3% | +27.4% | +282.9% | +210.8% |
| All | +502.2% | +30.2% | +472.0% | +332.1% |
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