+13.4%
EFX vs JAAA
+29.3%
-15.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -7.8% | +0.1% | -7.9% | -8.0% |
| 30D | -5.7% | +0.5% | -6.2% | -6.6% |
| 3M | +2.5% | +1.2% | +1.3% | 0.0% |
| 6M | -16.7% | +2.8% | -19.5% | -21.2% |
| YTD | -20.2% | +3.2% | -23.4% | -25.1% |
| 1Y | -31.4% | +4.8% | -36.2% | -37.7% |
| 3Y | -10.5% | +19.0% | -29.5% | -30.7% |
| 5Y | -35.2% | +26.8% | -62.0% | -54.2% |
| All | +13.4% | +29.3% | -15.8% | -28.1% |
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