-53.7%
TE vs JAAA
+29.4%
-83.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.5% |
| 7D | +0.2% | +0.1% | +0.1% | 0.0% |
| 30D | -5.9% | +0.5% | -6.4% | -7.0% |
| 3M | -45.6% | +1.3% | -46.8% | -47.1% |
| 6M | -43.4% | +2.8% | -46.1% | -46.7% |
| YTD | -31.0% | +3.3% | -34.2% | -35.4% |
| 1Y | +145.2% | +4.9% | +140.3% | +124.0% |
| 3Y | -24.1% | +19.0% | -43.0% | -31.3% |
| 5Y | -48.1% | +26.9% | -75.0% | -52.3% |
| All | -53.7% | +29.4% | -83.1% | -58.1% |
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