+11.7%
EFX vs JAAA
+29.4%
-17.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.4% |
| 7D | -4.5% | +0.1% | -4.6% | -4.7% |
| 30D | -6.1% | +0.5% | -6.6% | -7.1% |
| 3M | +6.2% | +1.3% | +4.9% | +3.5% |
| 6M | -11.2% | +2.8% | -14.0% | -15.9% |
| YTD | -21.4% | +3.3% | -24.7% | -26.3% |
| 1Y | -34.3% | +4.9% | -39.2% | -40.4% |
| 3Y | -12.5% | +19.0% | -31.5% | -32.3% |
| 5Y | -35.6% | +26.9% | -62.5% | -54.5% |
| All | +11.7% | +29.4% | -17.7% | -29.3% |
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 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