+219.1%
TER vs JAAA
+26.4%
+192.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +11.0% | +0.1% | +10.9% | +10.7% |
| 30D | -1.9% | +0.5% | -2.3% | -2.9% |
| 3M | -0.7% | +1.2% | -1.9% | -3.4% |
| 6M | +36.4% | +2.8% | +33.5% | +27.7% |
| YTD | +92.4% | +3.2% | +89.3% | +79.2% |
| 1Y | +213.5% | +4.8% | +208.7% | +183.0% |
| 3Y | +277.2% | +19.0% | +258.3% | +216.9% |
| 5Y | +219.1% | +26.8% | +192.3% | +151.5% |
| All | +219.1% | +26.4% | +192.7% | +151.5% |
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