+158.9%
REPL vs JAAA
+4.9%
+154.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -2.1% |
| 7D | -3.0% | +0.2% | -3.1% | -3.9% |
| 30D | +27.1% | +0.5% | +26.6% | +22.9% |
| 3M | +52.4% | +1.3% | +51.1% | +48.3% |
| 6M | +107.4% | +2.7% | +104.8% | +124.9% |
| YTD | +54.7% | +3.2% | +51.6% | +96.0% |
| 1Y | +158.9% | +4.9% | +153.9% | +677.3% |
| All | +158.9% | +4.9% | +154.0% | +677.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling