+89.9%
FE vs JAAA
+30.2%
+59.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +4.3% | +0.4% | +3.9% | +4.1% |
| 3M | +0.4% | +1.2% | -0.8% | -0.2% |
| 6M | +6.9% | +2.3% | +4.6% | +5.6% |
| YTD | +8.0% | +3.9% | +4.1% | +5.8% |
| 1Y | +4.8% | +4.8% | 0.0% | +2.2% |
| 3Y | +49.0% | +18.5% | +30.5% | +36.1% |
| 5Y | +46.2% | +27.5% | +18.7% | +27.1% |
| All | +89.9% | +30.2% | +59.7% | +55.8% |
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