+294.6%
C vs JAAA
+29.3%
+265.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.7% |
| 7D | +2.6% | +0.1% | +2.5% | +2.3% |
| 30D | +1.9% | +0.5% | +1.5% | +0.7% |
| 3M | +2.8% | +1.2% | +1.6% | -0.6% |
| 6M | +30.6% | +2.7% | +27.8% | +21.5% |
| YTD | +19.9% | +3.2% | +16.7% | +10.4% |
| 1Y | +44.6% | +4.8% | +39.8% | +28.2% |
| 3Y | +272.1% | +19.0% | +253.1% | +181.0% |
| 5Y | +132.0% | +26.8% | +105.2% | +60.5% |
| All | +294.6% | +29.3% | +265.3% | +151.4% |
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 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