+99.6%
DE vs JAAA
+26.5%
+73.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -2.6% | +0.1% | -2.6% | -2.6% |
| 30D | +9.0% | +0.5% | +8.5% | +8.4% |
| 3M | +19.1% | +1.3% | +17.9% | +17.6% |
| 6M | +14.4% | +2.8% | +11.6% | +11.2% |
| YTD | +45.9% | +3.3% | +42.7% | +41.2% |
| 1Y | +43.6% | +4.9% | +38.7% | +36.6% |
| 3Y | +75.9% | +19.0% | +56.9% | +58.0% |
| All | +99.6% | +26.5% | +73.1% | +68.2% |
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 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