+191.1%
AEM vs JAAA
+29.3%
+161.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | +13.1% | +0.5% | +12.7% | +12.4% |
| 3M | +24.8% | +1.2% | +23.6% | +22.6% |
| 6M | -8.2% | +2.8% | -11.1% | -12.0% |
| YTD | +19.8% | +3.2% | +16.7% | +14.4% |
| 1Y | +32.1% | +4.8% | +27.2% | +23.2% |
| 3Y | +348.2% | +19.0% | +329.2% | +238.4% |
| 5Y | +297.5% | +26.8% | +270.6% | +163.0% |
| All | +191.1% | +29.3% | +161.8% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling