+814.6%
GE vs JAAA
+29.4%
+785.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.3% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | -11.4% | +0.5% | -11.9% | -12.4% |
| 3M | -2.6% | +1.3% | -3.9% | -5.1% |
| 6M | -0.3% | +2.8% | -3.1% | -5.8% |
| YTD | +5.4% | +3.3% | +2.1% | -1.3% |
| 1Y | +15.5% | +4.9% | +10.6% | +5.0% |
| 3Y | +260.8% | +19.0% | +241.8% | +197.0% |
| 5Y | +421.6% | +26.9% | +394.8% | +304.7% |
| All | +814.6% | +29.4% | +785.2% | +581.3% |
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