+277.2%
TER vs JAAA
+18.9%
+258.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +11.0% | +0.1% | +10.9% | +10.3% |
| 30D | -1.9% | +0.5% | -2.3% | -4.6% |
| 3M | -0.7% | +1.2% | -1.9% | -8.0% |
| 6M | +36.4% | +2.8% | +33.5% | +13.7% |
| YTD | +92.4% | +3.2% | +89.3% | +57.9% |
| 1Y | +213.5% | +4.8% | +208.7% | +134.8% |
| 3Y | +277.2% | +19.0% | +258.3% | +165.4% |
| All | +277.2% | +18.9% | +258.4% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling