+839.0%
GE vs JAAA
+30.3%
+808.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.4% |
| 30D | +8.1% | +0.4% | +7.6% | +7.1% |
| 3M | -7.9% | +1.2% | -9.1% | -10.1% |
| 6M | +12.9% | +2.3% | +10.6% | +7.7% |
| YTD | +8.2% | +4.0% | +4.2% | -0.2% |
| 1Y | +9.7% | +4.8% | +4.9% | -0.3% |
| 3Y | +266.1% | +18.4% | +247.7% | +198.2% |
| 5Y | +407.4% | +27.5% | +379.9% | +288.8% |
| All | +839.0% | +30.3% | +808.7% | +589.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling