+948.0%
BE vs JAAA
+30.3%
+917.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -5.0% | -5.1% |
| 7D | +10.8% | +0.1% | +10.7% | +10.4% |
| 30D | -19.8% | +0.4% | -20.2% | -21.0% |
| 3M | -18.7% | +1.2% | -19.9% | -22.1% |
| 6M | -33.7% | +2.3% | -36.0% | -39.0% |
| YTD | +121.0% | +4.0% | +117.0% | +93.1% |
| 1Y | +85.4% | +4.8% | +80.6% | +58.2% |
| 3Y | +1,709.5% | +18.4% | +1,691.1% | +1,196.6% |
| 5Y | +462.2% | +27.5% | +434.7% | +265.7% |
| All | +948.0% | +30.3% | +917.7% | +423.2% |
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