+239.1%
UAL vs JAAA
+30.2%
+208.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | +10.2% | +0.1% | +10.1% | +10.0% |
| 30D | +12.0% | +0.4% | +11.6% | +10.6% |
| 3M | -7.1% | +1.1% | -8.2% | -10.6% |
| 6M | +20.9% | +2.3% | +18.6% | +12.1% |
| YTD | +7.7% | +3.9% | +3.8% | -4.9% |
| 1Y | +23.6% | +4.8% | +18.8% | +6.4% |
| 3Y | +222.6% | +18.4% | +204.1% | +136.8% |
| 5Y | +127.9% | +27.4% | +100.5% | +55.9% |
| All | +239.1% | +30.2% | +208.9% | +104.1% |
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