+189.5%
TER vs JAAA
+30.2%
+159.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -8.9% | +0.1% | -9.0% | -9.0% |
| 30D | -39.1% | +0.4% | -39.5% | -39.6% |
| 3M | -32.8% | +1.2% | -33.9% | -34.3% |
| 6M | -31.7% | +2.3% | -34.0% | -34.9% |
| YTD | +26.9% | +3.9% | +23.0% | +17.5% |
| 1Y | +33.6% | +4.8% | +28.8% | +21.9% |
| 3Y | +181.5% | +18.5% | +163.0% | +140.7% |
| 5Y | +76.1% | +27.5% | +48.6% | +44.3% |
| All | +189.5% | +30.2% | +159.3% | +132.6% |
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