+355.9%
APH vs JAAA
+25.6%
+330.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.7% |
| 7D | +5.0% | +0.2% | +4.8% | +4.6% |
| 30D | -3.9% | +0.5% | -4.4% | -4.9% |
| 3M | +13.0% | +1.3% | +11.7% | +10.0% |
| 6M | +25.2% | +2.7% | +22.5% | +18.5% |
| YTD | +22.9% | +3.2% | +19.8% | +15.2% |
| 1Y | +47.8% | +4.9% | +42.9% | +34.0% |
| 3Y | +283.0% | +19.0% | +264.0% | +208.5% |
| All | +355.9% | +25.6% | +330.3% | +249.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling