+1,995.9%
FIX vs JAAA
+30.3%
+1,965.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.5% |
| 7D | +9.4% | +0.1% | +9.3% | +9.2% |
| 30D | -27.8% | +0.4% | -28.2% | -28.6% |
| 3M | -35.6% | +1.2% | -36.8% | -37.5% |
| 6M | -45.2% | +2.3% | -47.5% | -48.3% |
| YTD | +19.5% | +4.0% | +15.5% | +8.4% |
| 1Y | +24.2% | +4.8% | +19.4% | +10.7% |
| 3Y | +494.2% | +18.4% | +475.7% | +365.7% |
| 5Y | +1,036.1% | +27.5% | +1,008.6% | +747.0% |
| All | +1,995.9% | +30.3% | +1,965.6% | +1,222.5% |
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