+194.1%
FITB vs JAAA
+29.3%
+164.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.1% |
| 30D | -4.7% | +0.5% | -5.3% | -6.1% |
| 3M | +6.7% | +1.3% | +5.4% | +3.0% |
| 6M | +12.6% | +2.7% | +9.9% | +4.7% |
| YTD | +19.1% | +3.2% | +15.9% | +9.5% |
| 1Y | +22.6% | +4.9% | +17.7% | +8.0% |
| 3Y | +127.1% | +19.0% | +108.1% | +65.5% |
| 5Y | +71.8% | +26.8% | +45.0% | +14.4% |
| All | +194.1% | +29.3% | +164.8% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling