+37.7%
BEN vs JAAA
+26.8%
+10.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +0.9% | +0.4% | +0.5% | 0.0% |
| 3M | +9.2% | +1.2% | +8.0% | +6.3% |
| 6M | +36.8% | +2.7% | +34.1% | +29.2% |
| YTD | +44.4% | +3.2% | +41.2% | +35.1% |
| 1Y | +45.8% | +4.8% | +41.0% | +32.3% |
| 3Y | +52.5% | +19.0% | +33.6% | +22.7% |
| 5Y | +37.7% | +26.8% | +10.9% | +2.0% |
| All | +37.7% | +26.8% | +10.9% | +2.0% |
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