+262.7%
GE vs JAAA
+18.9%
+243.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -3.0% |
| 7D | -1.2% | +0.1% | -1.3% | -1.8% |
| 30D | -11.3% | +0.5% | -11.7% | -13.7% |
| 3M | -1.4% | +1.2% | -2.6% | -8.6% |
| 6M | +1.2% | +2.7% | -1.5% | -14.2% |
| YTD | +5.9% | +3.2% | +2.7% | -12.6% |
| 1Y | +18.4% | +4.8% | +13.6% | -10.8% |
| All | +262.7% | +18.9% | +243.8% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling