+19.3%
BIL vs JAAA
+29.3%
-9.9%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.3% | +0.4% | -0.1% | +0.3% |
| 3M | +0.9% | +1.2% | -0.3% | +0.9% |
| 6M | +1.8% | +2.7% | -0.9% | +1.7% |
| YTD | +2.5% | +3.2% | -0.7% | +2.4% |
| 1Y | +3.7% | +4.8% | -1.1% | +3.6% |
| 3Y | +14.1% | +19.0% | -4.9% | +13.7% |
| 5Y | +19.4% | +26.8% | -7.4% | +18.9% |
| All | +19.3% | +29.3% | -9.9% | +18.8% |
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