+98.4%
AVAV vs JAAA
+29.3%
+69.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | -20.3% | +0.5% | -20.8% | -20.5% |
| 3M | -19.4% | +1.2% | -20.6% | -20.0% |
| 6M | -35.3% | +2.8% | -38.1% | -36.1% |
| YTD | -38.5% | +3.2% | -41.7% | -39.4% |
| 1Y | -37.2% | +4.8% | -42.0% | -38.5% |
| 3Y | +31.1% | +19.0% | +12.1% | +38.2% |
| 5Y | +41.0% | +26.8% | +14.2% | +55.4% |
| All | +98.4% | +29.3% | +69.1% | +102.2% |
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