+321.2%
TER vs JAAA
+29.3%
+292.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.3% |
| 7D | +0.6% | +0.2% | +0.4% | +0.3% |
| 30D | -8.3% | +0.5% | -8.8% | -9.2% |
| 3M | -12.2% | +1.3% | -13.5% | -14.5% |
| 6M | +17.1% | +2.7% | +14.4% | +10.9% |
| YTD | +84.7% | +3.2% | +81.5% | +73.5% |
| 1Y | +199.9% | +4.9% | +195.0% | +173.8% |
| 3Y | +232.8% | +19.0% | +213.8% | +188.4% |
| 5Y | +198.6% | +26.8% | +171.8% | +148.5% |
| All | +321.2% | +29.3% | +292.0% | +243.5% |
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 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