+237.1%
AEIS vs JAAA
+26.7%
+210.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.2% |
| 7D | +6.5% | +0.1% | +6.4% | +6.2% |
| 30D | -9.2% | +0.5% | -9.6% | -10.2% |
| 3M | -8.3% | +1.2% | -9.6% | -11.1% |
| 6M | -6.3% | +2.7% | -9.1% | -12.3% |
| YTD | +36.5% | +3.2% | +33.3% | +26.5% |
| 1Y | +84.8% | +4.8% | +80.0% | +65.6% |
| 3Y | +176.6% | +19.0% | +157.6% | +136.8% |
| 5Y | +237.1% | +26.8% | +210.3% | +178.7% |
| All | +237.1% | +26.7% | +210.4% | +178.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling