+133.8%
IR vs JAAA
+30.2%
+103.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -1.0% |
| 7D | +1.1% | +0.1% | +1.0% | +0.8% |
| 30D | +7.6% | +0.4% | +7.2% | +6.6% |
| 3M | +0.1% | +1.2% | -1.1% | -2.5% |
| 6M | +14.0% | +2.3% | +11.6% | +8.1% |
| YTD | +7.5% | +4.0% | +3.5% | -1.4% |
| 1Y | +10.1% | +4.8% | +5.4% | -0.7% |
| 3Y | +24.9% | +18.5% | +6.4% | -4.4% |
| 5Y | +46.9% | +27.5% | +19.4% | +1.4% |
| All | +133.8% | +30.2% | +103.6% | +42.3% |
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