+44.0%
EAT vs JAAA
+4.9%
+39.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | 0.0% |
| 7D | 0.0% | +0.2% | -0.2% | -1.3% |
| 30D | +1.9% | +0.5% | +1.3% | -2.1% |
| 3M | +68.7% | +1.3% | +67.4% | +53.4% |
| 6M | +66.9% | +2.7% | +64.2% | +39.6% |
| YTD | +60.4% | +3.2% | +57.2% | +29.9% |
| 1Y | +44.0% | +4.9% | +39.1% | +4.5% |
| All | +44.0% | +4.9% | +39.1% | +4.5% |
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 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