+1,280.3%
BE vs JAAA
+29.3%
+1,251.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.1% |
| 7D | +20.0% | +0.2% | +19.8% | +19.3% |
| 30D | +7.9% | +0.5% | +7.4% | +5.9% |
| 3M | -13.2% | +1.3% | -14.5% | -17.1% |
| 6M | +53.5% | +2.7% | +50.8% | +39.8% |
| YTD | +191.0% | +3.2% | +187.8% | +161.6% |
| 1Y | +360.5% | +4.9% | +355.6% | +294.3% |
| 3Y | +1,568.0% | +19.0% | +1,549.0% | +1,115.7% |
| 5Y | +1,055.2% | +26.8% | +1,028.4% | +666.5% |
| All | +1,280.3% | +29.3% | +1,251.0% | +608.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling