+201.7%
UAL vs JAAA
+29.3%
+172.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | -1.1% | +0.1% | -1.2% | -1.5% |
| 30D | -13.4% | +0.5% | -13.9% | -14.8% |
| 3M | -2.3% | +1.2% | -3.5% | -6.3% |
| 6M | +13.3% | +2.7% | +10.6% | +3.7% |
| YTD | -4.2% | +3.2% | -7.4% | -13.4% |
| 1Y | +1.4% | +4.8% | -3.4% | -12.5% |
| 3Y | +125.8% | +19.0% | +106.8% | +68.4% |
| 5Y | +130.0% | +26.8% | +103.2% | +60.1% |
| All | +201.7% | +29.3% | +172.5% | +85.7% |
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