+211.2%
TER vs JAAA
+30.2%
+180.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +24.0% | +0.1% | +23.9% | +23.7% |
| 30D | -30.6% | +0.4% | -31.1% | -31.2% |
| 3M | -34.5% | +1.2% | -35.7% | -36.1% |
| 6M | -26.4% | +2.3% | -28.6% | -29.7% |
| YTD | +36.4% | +4.0% | +32.5% | +26.2% |
| 1Y | +47.4% | +4.8% | +42.6% | +34.5% |
| 3Y | +202.6% | +18.5% | +184.1% | +158.6% |
| 5Y | +83.9% | +27.5% | +56.4% | +50.6% |
| All | +211.2% | +30.2% | +180.9% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling