+52.7%
EFA vs JAAA
+26.5%
+26.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -1.7% | +0.5% | -2.2% | -2.4% |
| 3M | +3.5% | +1.3% | +2.2% | +1.6% |
| 6M | +9.5% | +2.8% | +6.7% | +5.1% |
| YTD | +12.9% | +3.3% | +9.6% | +7.7% |
| 1Y | +18.2% | +4.9% | +13.3% | +10.4% |
| 3Y | +64.8% | +19.0% | +45.9% | +39.8% |
| All | +52.7% | +26.5% | +26.2% | +23.2% |
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