-0.7%
ES vs JAAA
+30.3%
-31.0%
-41.7%
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% | +0.8% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +7.6% | +0.4% | +7.2% | +7.2% |
| 3M | +0.5% | +1.2% | -0.7% | -0.6% |
| 6M | +7.6% | +2.3% | +5.3% | +5.3% |
| YTD | +10.2% | +4.0% | +6.2% | +6.2% |
| 1Y | +1.8% | +4.8% | -3.0% | -2.6% |
| 3Y | +55.4% | +18.4% | +36.9% | +36.9% |
| 5Y | +7.3% | +27.5% | -20.2% | -9.3% |
| All | -0.7% | +30.3% | -31.0% | -19.7% |
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