-52.9%
REPL vs JAAA
+26.4%
-79.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.7% | +0.1% | -5.8% | -5.8% |
| 30D | +22.5% | +0.5% | +22.0% | +22.0% |
| 3M | +64.7% | +1.2% | +63.5% | +63.3% |
| 6M | +83.0% | +2.8% | +80.2% | +80.5% |
| YTD | +52.0% | +3.2% | +48.8% | +49.8% |
| 1Y | +144.5% | +4.8% | +139.7% | +139.8% |
| 3Y | -25.1% | +19.0% | -44.0% | -29.6% |
| 5Y | -52.9% | +26.8% | -79.7% | -57.6% |
| All | -52.9% | +26.4% | -79.3% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling