+143.8%
NEM vs JAAA
+29.4%
+114.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +7.8% | +0.5% | +7.3% | +7.0% |
| 3M | +30.2% | +1.3% | +28.9% | +27.9% |
| 6M | +9.6% | +2.8% | +6.8% | +5.5% |
| YTD | +27.8% | +3.3% | +24.6% | +22.2% |
| 1Y | +60.7% | +4.9% | +55.8% | +50.4% |
| 3Y | +245.3% | +19.0% | +226.3% | +170.8% |
| 5Y | +155.3% | +26.9% | +128.4% | +78.9% |
| All | +143.8% | +29.4% | +114.4% | +57.7% |
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