-69.4%
REPL vs JAAA
+29.4%
-98.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -14.1% | +0.1% | -14.2% | -14.2% |
| 30D | -15.2% | +0.5% | -15.8% | -15.7% |
| 3M | +49.9% | +1.3% | +48.6% | +48.3% |
| 6M | +63.5% | +2.8% | +60.8% | +60.5% |
| YTD | +32.9% | +3.3% | +29.7% | +30.2% |
| 1Y | +115.0% | +4.9% | +110.0% | +108.9% |
| 3Y | -34.7% | +19.0% | -53.7% | -40.7% |
| 5Y | -59.7% | +26.9% | -86.5% | -65.1% |
| All | -69.4% | +29.4% | -98.7% | -74.7% |
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