+48.3%
SRE vs JAAA
+26.8%
+21.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -1.7% | +0.4% | -2.2% | -2.3% |
| 3M | -7.1% | +1.2% | -8.3% | -8.5% |
| 6M | -8.4% | +2.7% | -11.0% | -11.4% |
| YTD | -3.5% | +3.2% | -6.7% | -7.3% |
| 1Y | +5.4% | +4.8% | +0.6% | -0.7% |
| 3Y | +29.5% | +19.0% | +10.6% | +14.3% |
| 5Y | +48.3% | +26.8% | +21.5% | +26.8% |
| All | +48.3% | +26.8% | +21.5% | +26.8% |
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