-57.5%
XYZ vs JAAA
+29.3%
-86.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.7% | +0.1% | -3.8% | -3.9% |
| 30D | +0.5% | +0.5% | +0.1% | -0.5% |
| 3M | +16.3% | +1.2% | +15.0% | +13.0% |
| 6M | +21.1% | +2.7% | +18.4% | +14.0% |
| YTD | +22.0% | +3.2% | +18.8% | +13.5% |
| 1Y | +5.2% | +4.8% | +0.3% | -5.4% |
| 3Y | +49.6% | +19.0% | +30.6% | +15.8% |
| 5Y | -68.4% | +26.8% | -95.2% | -79.0% |
| All | -57.5% | +29.3% | -86.8% | -73.2% |
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