+116.5%
NI vs JAAA
+29.3%
+87.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +1.3% | +0.1% | +1.2% | +1.1% |
| 30D | -0.3% | +0.5% | -0.7% | -0.8% |
| 3M | -9.5% | +1.2% | -10.7% | -10.9% |
| 6M | -10.2% | +2.7% | -13.0% | -13.2% |
| YTD | +1.8% | +3.2% | -1.4% | -2.2% |
| 1Y | +5.7% | +4.8% | +0.9% | -0.4% |
| 3Y | +69.6% | +19.0% | +50.6% | +44.2% |
| 5Y | +95.8% | +26.8% | +69.0% | +57.0% |
| All | +116.5% | +29.3% | +87.3% | +61.4% |
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