+86.3%
FIVE vs JAAA
+29.3%
+57.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +3.7% | +0.1% | +3.6% | +3.4% |
| 30D | +4.0% | +0.5% | +3.5% | +2.9% |
| 3M | +36.2% | +1.2% | +35.0% | +32.4% |
| 6M | +18.0% | +2.8% | +15.2% | +10.5% |
| YTD | +34.9% | +3.2% | +31.7% | +25.5% |
| 1Y | +67.9% | +4.8% | +63.1% | +51.0% |
| 3Y | +57.3% | +19.0% | +38.3% | +28.1% |
| 5Y | +39.5% | +26.8% | +12.7% | +6.1% |
| All | +86.3% | +29.3% | +57.1% | +33.9% |
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 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