-30.5%
STLA vs JAAA
+29.4%
-59.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.0% |
| 7D | -2.9% | +0.1% | -3.0% | -3.1% |
| 30D | +0.9% | +0.5% | +0.4% | -0.6% |
| 3M | -21.6% | +1.3% | -22.9% | -24.4% |
| 6M | -21.6% | +2.8% | -24.4% | -27.4% |
| YTD | -50.4% | +3.3% | -53.7% | -54.7% |
| 1Y | -43.6% | +4.9% | -48.5% | -50.6% |
| 3Y | -66.4% | +19.0% | -85.4% | -75.3% |
| 5Y | -62.3% | +26.9% | -89.2% | -75.0% |
| All | -30.5% | +29.4% | -59.9% | -59.3% |
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