+1,995.5%
FIX vs JAAA
+30.2%
+1,965.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.4% |
| 7D | -7.2% | +0.1% | -7.3% | -7.4% |
| 30D | -35.1% | +0.4% | -35.5% | -35.8% |
| 3M | -34.3% | +1.1% | -35.4% | -36.2% |
| 6M | -42.9% | +2.3% | -45.2% | -46.1% |
| YTD | +19.5% | +3.9% | +15.6% | +8.6% |
| 1Y | +16.8% | +4.8% | +12.0% | +4.1% |
| 3Y | +506.7% | +18.4% | +488.3% | +376.5% |
| 5Y | +1,046.7% | +27.4% | +1,019.3% | +757.0% |
| All | +1,995.5% | +30.2% | +1,965.3% | +1,225.5% |
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