+76.1%
CME vs JAAA
+26.7%
+49.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +4.7% | +0.5% | +4.2% | +4.7% |
| 3M | +7.8% | +1.2% | +6.6% | +7.8% |
| 6M | -11.0% | +2.7% | -13.7% | -11.1% |
| YTD | +4.0% | +3.2% | +0.8% | +3.9% |
| 1Y | +9.1% | +4.8% | +4.3% | +9.0% |
| 3Y | +52.3% | +19.0% | +33.3% | +50.8% |
| 5Y | +76.1% | +26.8% | +49.3% | +79.3% |
| All | +76.1% | +26.7% | +49.4% | +79.3% |
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