+424.5%
GE vs JAAA
+26.8%
+397.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.9% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | -11.3% | +0.5% | -11.7% | -12.1% |
| 3M | -1.4% | +1.2% | -2.6% | -4.1% |
| 6M | +1.2% | +2.7% | -1.5% | -4.6% |
| YTD | +5.9% | +3.2% | +2.7% | -1.1% |
| 1Y | +18.4% | +4.8% | +13.6% | +7.2% |
| 3Y | +271.0% | +19.0% | +252.0% | +204.7% |
| All | +424.5% | +26.8% | +397.7% | +295.5% |
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 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