-53.7%
SE vs JAAA
+30.3%
-84.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -20.9% | +0.4% | -21.4% | -21.2% |
| 3M | -38.9% | +1.2% | -40.1% | -39.4% |
| 6M | -19.4% | +2.3% | -21.7% | -20.8% |
| YTD | -40.9% | +4.0% | -44.9% | -42.7% |
| 1Y | -46.2% | +4.8% | -51.0% | -48.2% |
| 3Y | +63.7% | +18.4% | +45.3% | +65.6% |
| 5Y | -77.9% | +27.5% | -105.4% | -77.7% |
| All | -53.7% | +30.3% | -84.0% | -50.1% |
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