+70.4%
EEM vs JAAA
+29.4%
+41.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.1% |
| 7D | -1.3% | +0.1% | -1.3% | -1.4% |
| 30D | +2.1% | +0.5% | +1.5% | +1.3% |
| 3M | +1.0% | +1.3% | -0.2% | -0.9% |
| 6M | +15.9% | +2.8% | +13.1% | +11.2% |
| YTD | +24.6% | +3.3% | +21.4% | +18.9% |
| 1Y | +32.3% | +4.9% | +27.4% | +23.4% |
| 3Y | +85.9% | +19.0% | +66.9% | +54.7% |
| 5Y | +45.4% | +26.9% | +18.5% | +13.2% |
| All | +70.4% | +29.4% | +41.1% | +29.5% |
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