+240.5%
AXP vs JAAA
+30.2%
+210.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.3% |
| 30D | +5.2% | +0.4% | +4.8% | +4.1% |
| 3M | -4.6% | +1.1% | -5.7% | -7.5% |
| 6M | +3.2% | +2.3% | +1.0% | -3.0% |
| YTD | -11.3% | +3.9% | -15.2% | -20.1% |
| 1Y | -11.0% | +4.8% | -15.8% | -21.5% |
| 3Y | +120.2% | +18.4% | +101.7% | +62.9% |
| 5Y | +91.7% | +27.4% | +64.3% | +30.0% |
| All | +240.5% | +30.2% | +210.3% | +104.6% |
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