+2.7%
BA vs JAAA
+30.2%
-27.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.6% | +0.1% | -0.6% | -0.8% |
| 30D | -8.0% | +0.4% | -8.4% | -8.9% |
| 3M | -25.8% | +1.2% | -27.0% | -27.8% |
| 6M | -27.6% | +2.3% | -29.9% | -31.2% |
| YTD | -21.0% | +4.0% | -24.9% | -27.5% |
| 1Y | -12.3% | +4.8% | -17.1% | -20.9% |
| 3Y | -12.8% | +18.5% | -31.3% | -32.5% |
| 5Y | -22.4% | +27.5% | -49.8% | -44.3% |
| All | +2.7% | +30.2% | -27.6% | -42.2% |
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