+81.7%
SPY vs JAAA
+26.7%
+55.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -1.4% | +0.5% | -1.8% | -2.1% |
| 3M | +3.7% | +1.2% | +2.5% | +1.5% |
| 6M | +13.0% | +2.7% | +10.3% | +7.9% |
| YTD | +12.4% | +3.2% | +9.2% | +6.5% |
| 1Y | +18.5% | +4.8% | +13.7% | +9.6% |
| 3Y | +77.6% | +19.0% | +58.6% | +51.1% |
| 5Y | +81.7% | +26.8% | +54.9% | +47.8% |
| All | +81.7% | +26.7% | +55.0% | +47.8% |
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