+852.6%
GE vs JAAA
+29.3%
+823.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +0.9% |
| 7D | -1.6% | +0.2% | -1.8% | -1.9% |
| 30D | -11.6% | +0.5% | -12.1% | -12.5% |
| 3M | +3.0% | +1.3% | +1.8% | +0.4% |
| 6M | -0.5% | +2.7% | -3.2% | -5.8% |
| YTD | +9.7% | +3.2% | +6.6% | +2.9% |
| 1Y | +20.0% | +4.9% | +15.1% | +9.1% |
| 3Y | +275.8% | +19.0% | +256.8% | +209.8% |
| 5Y | +429.1% | +26.8% | +402.3% | +311.1% |
| All | +852.6% | +29.3% | +823.3% | +610.8% |
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