+85.3%
ED vs JAAA
+30.3%
+55.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +10.4% | +0.4% | +10.0% | +10.3% |
| 3M | +12.5% | +1.2% | +11.3% | +12.2% |
| 6M | +14.9% | +2.3% | +12.6% | +14.3% |
| YTD | +24.8% | +4.0% | +20.8% | +23.6% |
| 1Y | +23.8% | +4.8% | +19.0% | +22.3% |
| 3Y | +51.6% | +18.4% | +33.2% | +41.7% |
| 5Y | +86.4% | +27.5% | +58.9% | +64.2% |
| All | +85.3% | +30.3% | +55.0% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling