+207.9%
UAL vs JAAA
+30.3%
+177.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.9% |
| 7D | -3.0% | +0.1% | -3.1% | -3.4% |
| 30D | +10.5% | +0.4% | +10.0% | +8.9% |
| 3M | -13.5% | +1.2% | -14.7% | -16.9% |
| 6M | +14.2% | +2.3% | +11.9% | +5.8% |
| YTD | -2.2% | +4.0% | -6.2% | -13.9% |
| 1Y | +12.5% | +4.8% | +7.7% | -3.2% |
| 3Y | +186.8% | +18.4% | +168.4% | +110.0% |
| 5Y | +119.4% | +27.5% | +91.8% | +49.6% |
| All | +207.9% | +30.3% | +177.6% | +84.7% |
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