+147.3%
SPYG vs JAAA
+29.4%
+118.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -1.5% | +0.5% | -2.0% | -2.4% |
| 3M | +3.7% | +1.3% | +2.5% | +1.5% |
| 6M | +16.4% | +2.8% | +13.6% | +11.1% |
| YTD | +13.3% | +3.3% | +10.1% | +7.4% |
| 1Y | +17.9% | +4.9% | +12.9% | +8.9% |
| 3Y | +98.3% | +19.0% | +79.4% | +69.3% |
| 5Y | +86.4% | +26.9% | +59.5% | +52.3% |
| All | +147.3% | +29.4% | +118.0% | +92.6% |
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