-34.4%
ILMN vs JAAA
+29.3%
-63.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.9% | +0.1% | -4.0% | -4.0% |
| 30D | +6.9% | +0.5% | +6.4% | +6.4% |
| 3M | +28.1% | +1.2% | +26.9% | +26.4% |
| 6M | +65.0% | +2.7% | +62.2% | +60.4% |
| YTD | +56.3% | +3.2% | +53.1% | +51.1% |
| 1Y | +108.7% | +4.8% | +103.9% | +98.3% |
| 3Y | +33.1% | +19.0% | +14.1% | +25.5% |
| 5Y | -54.1% | +26.8% | -80.9% | -58.2% |
| All | -34.4% | +29.3% | -63.7% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling