+145.7%
BAC vs JAAA
+30.2%
+115.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.3% |
| 30D | -6.4% | +0.4% | -6.8% | -7.3% |
| 3M | -21.7% | +1.2% | -22.9% | -23.8% |
| 6M | +0.5% | +2.3% | -1.8% | -4.7% |
| YTD | -6.7% | +4.0% | -10.6% | -14.7% |
| 1Y | -4.7% | +4.8% | -9.5% | -14.4% |
| 3Y | +96.1% | +18.5% | +77.6% | +50.3% |
| 5Y | +21.7% | +27.5% | -5.8% | -15.0% |
| All | +145.7% | +30.2% | +115.4% | +55.8% |
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