-68.8%
BBWI vs JAAA
+26.7%
-95.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.3% | -6.3% |
| 7D | -4.4% | +0.1% | -4.5% | -4.6% |
| 30D | -7.4% | +0.5% | -7.8% | -8.3% |
| 3M | -2.2% | +1.2% | -3.5% | -4.7% |
| 6M | -16.3% | +2.7% | -19.0% | -20.9% |
| YTD | -9.1% | +3.2% | -12.3% | -14.8% |
| 1Y | -34.5% | +4.8% | -39.3% | -40.4% |
| 3Y | -47.0% | +19.0% | -66.0% | -54.9% |
| 5Y | -68.8% | +26.8% | -95.6% | -74.8% |
| All | -68.8% | +26.7% | -95.5% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling