-35.7%
AUR vs JAAA
+27.5%
-63.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | -6.4% | +0.5% | -6.9% | -7.6% |
| 3M | +7.7% | +1.3% | +6.4% | +4.5% |
| 6M | +44.5% | +2.8% | +41.7% | +35.6% |
| YTD | +67.4% | +3.3% | +64.2% | +55.8% |
| 1Y | +15.4% | +4.9% | +10.5% | +4.2% |
| 3Y | +94.8% | +19.0% | +75.9% | +61.5% |
| 5Y | -35.1% | +26.9% | -62.0% | -49.1% |
| All | -35.7% | +27.5% | -63.2% | -49.7% |
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