+144.5%
AZO vs JAAA
+29.4%
+115.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -5.6% | +0.5% | -6.1% | -5.8% |
| 3M | -6.6% | +1.3% | -7.9% | -7.3% |
| 6M | -22.5% | +2.8% | -25.3% | -23.7% |
| YTD | -15.2% | +3.3% | -18.4% | -16.6% |
| 1Y | -33.9% | +4.9% | -38.9% | -35.5% |
| 3Y | +11.8% | +19.0% | -7.2% | +6.7% |
| 5Y | +85.5% | +26.9% | +58.6% | +75.9% |
| All | +144.5% | +29.4% | +115.2% | +118.6% |
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