+67.7%
UNP vs JAAA
+30.3%
+37.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | +5.6% | +0.4% | +5.2% | +4.8% |
| 3M | +2.0% | +1.2% | +0.8% | 0.0% |
| 6M | +15.4% | +2.3% | +13.1% | +11.1% |
| YTD | +32.7% | +4.0% | +28.7% | +24.4% |
| 1Y | +39.4% | +4.8% | +34.6% | +29.0% |
| 3Y | +54.3% | +18.4% | +35.9% | +24.5% |
| 5Y | +39.6% | +27.5% | +12.1% | +5.2% |
| All | +67.7% | +30.3% | +37.5% | +12.9% |
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