+160.5%
EFV vs JAAA
+29.4%
+131.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +0.6% | +0.5% | +0.1% | -0.1% |
| 3M | +7.5% | +1.3% | +6.3% | +5.7% |
| 6M | +13.0% | +2.8% | +10.2% | +9.0% |
| YTD | +18.3% | +3.3% | +15.1% | +13.4% |
| 1Y | +26.7% | +4.9% | +21.8% | +19.1% |
| 3Y | +89.6% | +19.0% | +70.6% | +61.1% |
| 5Y | +98.2% | +26.9% | +71.3% | +58.1% |
| All | +160.5% | +29.4% | +131.1% | +90.2% |
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 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