-5.2%
TROW vs JAAA
+29.4%
-34.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -4.6% | +0.5% | -5.1% | -5.5% |
| 3M | -0.7% | +1.3% | -1.9% | -2.9% |
| 6M | +22.2% | +2.8% | +19.4% | +16.3% |
| YTD | +6.6% | +3.3% | +3.4% | +0.7% |
| 1Y | +5.8% | +4.9% | +0.9% | -2.7% |
| 3Y | +11.6% | +19.0% | -7.4% | -6.5% |
| 5Y | -38.9% | +26.9% | -65.8% | -51.9% |
| All | -5.2% | +29.4% | -34.6% | -28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling