+300.6%
AEIS vs JAAA
+29.4%
+271.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.9% | +4.7% |
| 7D | +2.3% | +0.1% | +2.2% | +2.1% |
| 30D | -14.8% | +0.5% | -15.3% | -15.9% |
| 3M | -15.6% | +1.3% | -16.9% | -18.2% |
| 6M | -8.7% | +2.8% | -11.5% | -14.8% |
| YTD | +37.3% | +3.3% | +34.1% | +26.8% |
| 1Y | +80.3% | +4.9% | +75.4% | +60.6% |
| 3Y | +177.9% | +19.0% | +159.0% | +127.3% |
| 5Y | +235.8% | +26.9% | +208.9% | +162.9% |
| All | +300.6% | +29.4% | +271.2% | +170.1% |
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