+370.5%
EAT vs JAAA
+29.3%
+341.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.2% |
| 7D | -6.2% | +0.1% | -6.3% | -6.4% |
| 30D | -3.0% | +0.4% | -3.5% | -4.2% |
| 3M | +45.6% | +1.2% | +44.4% | +41.0% |
| 6M | +53.5% | +2.7% | +50.9% | +43.2% |
| YTD | +49.6% | +3.2% | +46.4% | +37.7% |
| 1Y | +38.9% | +4.8% | +34.1% | +22.8% |
| 3Y | +589.7% | +19.0% | +570.7% | +384.5% |
| 5Y | +318.7% | +26.8% | +291.9% | +149.0% |
| All | +370.5% | +29.3% | +341.2% | +180.5% |
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 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