+147.4%
SPYG vs JAAA
+29.3%
+118.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -1.7% | +0.5% | -2.1% | -2.5% |
| 3M | +3.6% | +1.2% | +2.4% | +1.4% |
| 6M | +16.6% | +2.7% | +13.9% | +11.4% |
| YTD | +13.4% | +3.2% | +10.2% | +7.5% |
| 1Y | +19.6% | +4.8% | +14.8% | +10.8% |
| 3Y | +99.8% | +19.0% | +80.8% | +70.6% |
| 5Y | +85.0% | +26.8% | +58.2% | +51.2% |
| All | +147.4% | +29.3% | +118.1% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling