+284.1%
JCI vs JAAA
+29.3%
+254.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.1% | +0.1% | +5.0% | +4.9% |
| 30D | -3.8% | +0.5% | -4.3% | -4.6% |
| 3M | +1.9% | +1.2% | +0.7% | -0.2% |
| 6M | +11.2% | +2.8% | +8.4% | +6.0% |
| YTD | +22.9% | +3.2% | +19.8% | +16.5% |
| 1Y | +37.4% | +4.8% | +32.5% | +26.8% |
| 3Y | +167.8% | +19.0% | +148.9% | +125.1% |
| 5Y | +115.0% | +26.8% | +88.2% | +72.0% |
| All | +284.1% | +29.3% | +254.8% | +188.4% |
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