+1,098.2%
VLO vs JAAA
+30.3%
+1,067.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +9.6% | +0.1% | +9.5% | +9.6% |
| 30D | -17.4% | +0.4% | -17.8% | -17.6% |
| 3M | +10.8% | +1.2% | +9.6% | +10.1% |
| 6M | +56.9% | +2.3% | +54.6% | +55.0% |
| YTD | +136.8% | +4.0% | +132.8% | +131.6% |
| 1Y | +120.7% | +4.8% | +115.8% | +114.8% |
| 3Y | +231.9% | +18.4% | +213.5% | +245.8% |
| 5Y | +479.0% | +27.5% | +451.5% | +534.5% |
| All | +1,098.2% | +30.3% | +1,067.9% | +1,126.3% |
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