+82.6%
ED vs JAAA
+27.4%
+55.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +11.2% | +0.4% | +10.8% | +11.1% |
| 3M | +11.8% | +1.2% | +10.6% | +11.5% |
| 6M | +14.1% | +2.3% | +11.7% | +13.4% |
| YTD | +23.0% | +4.0% | +19.0% | +21.7% |
| 1Y | +23.7% | +4.8% | +18.9% | +22.0% |
| 3Y | +47.7% | +18.5% | +29.3% | +37.1% |
| 5Y | +82.6% | +27.5% | +55.1% | +59.0% |
| All | +82.6% | +27.4% | +55.2% | +59.0% |
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 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