+338.6%
SPG vs JAAA
+29.3%
+309.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -5.8% | +0.4% | -6.2% | -6.5% |
| 3M | -2.8% | +1.2% | -4.0% | -4.9% |
| 6M | +8.9% | +2.7% | +6.2% | +3.9% |
| YTD | +14.3% | +3.2% | +11.1% | +8.0% |
| 1Y | +19.5% | +4.8% | +14.7% | +9.9% |
| 3Y | +106.9% | +19.0% | +87.9% | +74.4% |
| 5Y | +108.7% | +26.8% | +81.9% | +66.6% |
| All | +338.6% | +29.3% | +309.4% | +240.5% |
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