-77.0%
SE vs JAAA
+27.3%
-104.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | 0.0% | +0.1% | 0.0% | 0.0% |
| 30D | -19.4% | +0.4% | -19.8% | -19.7% |
| 3M | -33.1% | +1.2% | -34.3% | -33.9% |
| 6M | -11.4% | +2.3% | -13.8% | -13.6% |
| YTD | -39.8% | +3.9% | -43.7% | -42.3% |
| 1Y | -50.5% | +4.8% | -55.2% | -53.0% |
| 3Y | +68.9% | +18.5% | +50.4% | +64.2% |
| All | -77.0% | +27.3% | -104.3% | -78.3% |
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 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