+91.4%
BEN vs JAAA
+29.4%
+62.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.3% |
| 30D | +0.2% | +0.5% | -0.4% | -0.9% |
| 3M | +6.8% | +1.3% | +5.6% | +4.1% |
| 6M | +38.1% | +2.8% | +35.3% | +30.7% |
| YTD | +44.3% | +3.3% | +41.1% | +35.5% |
| 1Y | +42.6% | +4.9% | +37.6% | +30.1% |
| 3Y | +52.3% | +19.0% | +33.3% | +24.3% |
| 5Y | +37.6% | +26.9% | +10.8% | +4.6% |
| All | +91.4% | +29.4% | +62.0% | +25.9% |
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 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