+5.1%
SPGI vs JAAA
+26.4%
-21.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +5.4% | +0.5% | +5.0% | +4.6% |
| 3M | +9.0% | +1.2% | +7.8% | +6.9% |
| 6M | +0.8% | +2.8% | -2.1% | -3.6% |
| YTD | -12.6% | +3.2% | -15.7% | -16.8% |
| 1Y | -16.1% | +4.8% | -21.0% | -22.1% |
| 3Y | +19.0% | +19.0% | 0.0% | +2.7% |
| 5Y | +5.1% | +26.8% | -21.8% | -9.5% |
| All | +5.1% | +26.4% | -21.3% | -9.5% |
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 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