+2,166.4%
FIX vs JAAA
+26.7%
+2,139.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.1% |
| 7D | +3.5% | +0.1% | +3.4% | +3.3% |
| 30D | -3.5% | +0.5% | -4.0% | -4.7% |
| 3M | -11.8% | +1.2% | -13.0% | -14.6% |
| 6M | +17.8% | +2.7% | +15.1% | +9.7% |
| YTD | +73.3% | +3.2% | +70.1% | +59.8% |
| 1Y | +128.1% | +4.8% | +123.3% | +103.1% |
| 3Y | +772.7% | +19.0% | +753.7% | +597.5% |
| 5Y | +2,166.4% | +26.8% | +2,139.7% | +1,646.0% |
| All | +2,166.4% | +26.7% | +2,139.7% | +1,646.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling