+15.0%
GE vs JAAA
+4.7%
+10.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.2% |
| 7D | -2.8% | +0.1% | -2.9% | -3.4% |
| 30D | -11.9% | +0.4% | -12.4% | -14.8% |
| 3M | +1.8% | +1.2% | +0.6% | -7.6% |
| 6M | -0.6% | +2.7% | -3.3% | -20.7% |
| YTD | +5.5% | +3.2% | +2.3% | -20.8% |
| 1Y | +15.0% | +4.8% | +10.1% | -27.0% |
| All | +15.0% | +4.7% | +10.2% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling