+117.0%
AXP vs JAAA
+18.6%
+98.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.5% |
| 7D | +0.6% | +0.2% | +0.4% | -0.5% |
| 30D | +5.8% | +0.4% | +5.4% | +2.7% |
| 3M | -6.0% | +1.2% | -7.2% | -13.6% |
| 6M | +0.3% | +2.3% | -2.0% | -14.7% |
| YTD | -12.3% | +3.9% | -16.1% | -32.5% |
| 1Y | -11.2% | +4.8% | -16.1% | -35.7% |
| 3Y | +117.0% | +18.5% | +98.5% | +20.0% |
| All | +117.0% | +18.6% | +98.4% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling