+100.9%
IR vs JAAA
+29.3%
+71.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -3.1% | +0.1% | -3.1% | -3.2% |
| 30D | -14.0% | +0.4% | -14.4% | -14.9% |
| 3M | +3.7% | +1.2% | +2.5% | +0.9% |
| 6M | -15.4% | +2.7% | -18.0% | -20.2% |
| YTD | -7.7% | +3.2% | -10.8% | -13.9% |
| 1Y | -8.8% | +4.8% | -13.6% | -17.8% |
| 3Y | +5.6% | +19.0% | -13.4% | -18.8% |
| 5Y | +34.3% | +26.8% | +7.5% | -6.2% |
| All | +100.9% | +29.3% | +71.6% | +24.3% |
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