+204.8%
BAC vs JAAA
+29.3%
+175.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | -1.4% | +0.5% | -1.8% | -2.4% |
| 3M | +15.7% | +1.2% | +14.5% | +12.4% |
| 6M | +32.2% | +2.7% | +29.5% | +24.2% |
| YTD | +15.8% | +3.2% | +12.6% | +7.7% |
| 1Y | +27.3% | +4.8% | +22.5% | +14.5% |
| 3Y | +137.5% | +19.0% | +118.5% | +83.1% |
| 5Y | +73.1% | +26.8% | +46.3% | +22.6% |
| All | +204.8% | +29.3% | +175.5% | +96.6% |
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