+28.2%
M vs JAAA
+26.4%
+1.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +2.4% | +0.1% | +2.3% | +2.1% |
| 30D | -11.6% | +0.5% | -12.1% | -12.5% |
| 3M | +1.6% | +1.2% | +0.4% | -1.2% |
| 6M | +25.2% | +2.8% | +22.4% | +17.3% |
| YTD | +3.8% | +3.2% | +0.6% | -3.5% |
| 1Y | +36.3% | +4.8% | +31.5% | +22.5% |
| 3Y | +116.3% | +19.0% | +97.4% | +67.6% |
| 5Y | +28.2% | +26.8% | +1.3% | -16.9% |
| All | +28.2% | +26.4% | +1.8% | -16.9% |
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