+427.2%
P vs JAAA
+29.3%
+397.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.1% |
| 7D | +5.0% | +0.1% | +4.9% | +4.7% |
| 30D | -0.9% | +0.5% | -1.4% | -2.1% |
| 3M | +38.7% | +1.2% | +37.4% | +34.1% |
| 6M | +54.4% | +2.7% | +51.7% | +43.8% |
| YTD | +44.8% | +3.2% | +41.6% | +33.6% |
| 1Y | +22.5% | +4.8% | +17.7% | +9.0% |
| 3Y | +148.2% | +19.0% | +129.2% | +93.8% |
| 5Y | +268.9% | +26.8% | +242.1% | +173.9% |
| All | +427.2% | +29.3% | +397.9% | +263.2% |
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