+100.9%
VIG vs JAAA
+29.3%
+71.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -2.8% | +0.5% | -3.3% | -3.4% |
| 3M | +2.5% | +1.2% | +1.2% | +0.7% |
| 6M | +8.1% | +2.7% | +5.4% | +4.2% |
| YTD | +9.6% | +3.2% | +6.4% | +5.0% |
| 1Y | +14.2% | +4.8% | +9.4% | +7.3% |
| 3Y | +56.1% | +19.0% | +37.1% | +34.7% |
| 5Y | +62.8% | +26.8% | +36.1% | +34.9% |
| All | +100.9% | +29.3% | +71.6% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling