+1,311.0%
BE vs JAAA
+29.3%
+1,281.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -3.9% |
| 7D | +9.7% | +0.1% | +9.7% | +9.5% |
| 30D | +22.4% | +0.4% | +22.0% | +20.5% |
| 3M | +10.4% | +1.2% | +9.2% | +5.6% |
| 6M | +67.9% | +2.7% | +65.2% | +52.8% |
| YTD | +197.5% | +3.2% | +194.3% | +167.4% |
| 1Y | +310.6% | +4.8% | +305.7% | +252.6% |
| 3Y | +1,657.2% | +19.0% | +1,638.3% | +1,181.0% |
| 5Y | +1,218.2% | +26.8% | +1,191.4% | +774.9% |
| All | +1,311.0% | +29.3% | +1,281.7% | +624.6% |
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