+312.6%
EAT vs JAAA
+26.7%
+285.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.3% |
| 7D | -6.8% | +0.1% | -6.9% | -7.1% |
| 30D | -5.4% | +0.5% | -5.8% | -6.6% |
| 3M | +42.8% | +1.2% | +41.5% | +37.9% |
| 6M | +56.5% | +2.7% | +53.8% | +45.3% |
| YTD | +50.0% | +3.2% | +46.8% | +37.6% |
| 1Y | +38.3% | +4.8% | +33.5% | +21.7% |
| 3Y | +591.6% | +19.0% | +572.7% | +382.8% |
| 5Y | +312.6% | +26.8% | +285.9% | +137.8% |
| All | +312.6% | +26.7% | +285.9% | +137.8% |
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