+63.0%
ED vs JAAA
+29.4%
+33.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -0.4% | +0.5% | -0.9% | -0.5% |
| 3M | +0.5% | +1.3% | -0.8% | +0.1% |
| 6M | -3.1% | +2.8% | -5.9% | -3.8% |
| YTD | +9.8% | +3.3% | +6.6% | +8.9% |
| 1Y | +12.6% | +4.9% | +7.7% | +11.1% |
| 3Y | +31.4% | +19.0% | +12.4% | +22.2% |
| 5Y | +69.4% | +26.9% | +42.5% | +49.5% |
| All | +63.0% | +29.4% | +33.7% | +36.0% |
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