+87.4%
AEIS vs JAAA
+4.9%
+82.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +1.7% |
| 7D | +3.0% | +0.2% | +2.8% | +1.3% |
| 30D | -14.6% | +0.5% | -15.2% | -18.9% |
| 3M | -12.4% | +1.3% | -13.7% | -23.3% |
| 6M | -15.0% | +2.7% | -17.6% | -37.4% |
| YTD | +34.3% | +3.2% | +31.1% | -6.1% |
| 1Y | +87.4% | +4.9% | +82.4% | +3.6% |
| All | +87.4% | +4.9% | +82.5% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling