+209.5%
RF vs JAAA
+29.3%
+180.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.4% |
| 30D | -3.4% | +0.5% | -3.8% | -4.3% |
| 3M | +6.4% | +1.2% | +5.1% | +3.6% |
| 6M | +13.4% | +2.8% | +10.6% | +6.7% |
| YTD | +14.2% | +3.2% | +11.1% | +6.8% |
| 1Y | +15.7% | +4.8% | +10.9% | +4.7% |
| 3Y | +91.3% | +19.0% | +72.4% | +53.8% |
| 5Y | +89.8% | +26.8% | +62.9% | +43.3% |
| All | +209.5% | +29.3% | +180.2% | +120.6% |
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 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