+26.1%
BA vs JAAA
+29.3%
-3.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.2% |
| 30D | -10.1% | +0.5% | -10.6% | -11.0% |
| 3M | -2.4% | +1.2% | -3.6% | -5.0% |
| 6M | -8.8% | +2.8% | -11.7% | -14.3% |
| YTD | -2.9% | +3.2% | -6.1% | -9.4% |
| 1Y | -8.8% | +4.8% | -13.6% | -17.8% |
| 3Y | -0.3% | +19.0% | -19.2% | -22.4% |
| 5Y | -0.3% | +26.8% | -27.1% | -28.0% |
| All | +26.1% | +29.3% | -3.2% | -27.8% |
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