+413.7%
JBL vs JAAA
+26.5%
+387.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +5.0% | +4.9% |
| 7D | +2.4% | +0.1% | +2.3% | +2.2% |
| 30D | -13.1% | +0.5% | -13.6% | -14.2% |
| 3M | -15.6% | +1.3% | -16.9% | -18.1% |
| 6M | +24.6% | +2.8% | +21.8% | +16.6% |
| YTD | +39.6% | +3.3% | +36.3% | +29.5% |
| 1Y | +48.6% | +4.9% | +43.7% | +33.3% |
| 3Y | +197.3% | +19.0% | +178.3% | +138.9% |
| All | +413.7% | +26.5% | +387.2% | +288.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling