+678.6%
AU vs JAAA
+26.5%
+652.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -4.3% | +0.1% | -4.3% | -4.4% |
| 30D | +7.3% | +0.5% | +6.8% | +6.3% |
| 3M | +26.3% | +1.3% | +25.1% | +23.6% |
| 6M | +1.8% | +2.8% | -1.0% | -2.8% |
| YTD | +26.8% | +3.3% | +23.6% | +20.2% |
| 1Y | +66.7% | +4.9% | +61.8% | +54.3% |
| 3Y | +579.1% | +19.0% | +560.1% | +404.0% |
| All | +678.6% | +26.5% | +652.1% | +368.0% |
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 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