+63.7%
VIG vs JAAA
+26.5%
+37.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -1.1% | +0.1% | -1.1% | -1.2% |
| 30D | -2.7% | +0.5% | -3.3% | -3.5% |
| 3M | +2.5% | +1.3% | +1.3% | +0.7% |
| 6M | +9.2% | +2.8% | +6.4% | +5.1% |
| YTD | +9.8% | +3.3% | +6.6% | +5.0% |
| 1Y | +12.4% | +4.9% | +7.5% | +5.2% |
| 3Y | +55.9% | +19.0% | +36.9% | +34.6% |
| All | +63.7% | +26.5% | +37.2% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling