+1,227.8%
BE vs JAAA
+26.7%
+1,201.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +23.9% | +0.1% | +23.8% | +23.5% |
| 30D | +27.8% | +0.5% | +27.4% | +25.8% |
| 3M | +3.7% | +1.2% | +2.5% | -0.8% |
| 6M | +78.0% | +2.7% | +75.2% | +62.0% |
| YTD | +209.9% | +3.2% | +206.7% | +179.1% |
| 1Y | +389.6% | +4.8% | +384.8% | +322.6% |
| 3Y | +1,730.6% | +19.0% | +1,711.6% | +1,304.5% |
| 5Y | +1,227.8% | +26.8% | +1,201.0% | +864.4% |
| All | +1,227.8% | +26.7% | +1,201.1% | +864.4% |
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