+69.3%
AVAV vs JAAA
+30.2%
+39.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | 0.0% | +12.6% | +12.6% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | -7.4% | +0.4% | -7.8% | -7.6% |
| 3M | -32.0% | +1.1% | -33.2% | -32.4% |
| 6M | -24.6% | +2.3% | -26.8% | -25.4% |
| YTD | -47.5% | +3.9% | -51.4% | -48.5% |
| 1Y | -61.5% | +4.8% | -66.3% | -62.3% |
| 3Y | +5.5% | +18.4% | -13.0% | +9.5% |
| 5Y | +35.7% | +27.4% | +8.3% | +49.5% |
| All | +69.3% | +30.2% | +39.1% | +71.9% |
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