+34.4%
ED vs JAAA
+18.9%
+15.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.5% | +0.1% | +0.4% | +0.6% |
| 30D | +1.1% | +0.5% | +0.6% | +1.3% |
| 3M | +4.6% | +1.2% | +3.4% | +5.3% |
| 6M | -2.0% | +2.8% | -4.8% | -0.5% |
| YTD | +11.7% | +3.2% | +8.5% | +13.5% |
| 1Y | +15.7% | +4.8% | +10.9% | +18.2% |
| 3Y | +34.4% | +19.0% | +15.4% | +63.4% |
| All | +34.4% | +18.9% | +15.5% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling