-1.3%
EIX vs JAAA
+18.9%
-20.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.7% |
| 30D | -13.5% | +0.5% | -14.0% | -14.4% |
| 3M | -15.3% | +1.2% | -16.5% | -17.6% |
| 6M | -15.3% | +2.8% | -18.2% | -20.7% |
| YTD | +2.7% | +3.2% | -0.5% | -4.7% |
| 1Y | +17.4% | +4.8% | +12.6% | +4.6% |
| 3Y | -1.3% | +19.0% | -20.3% | -15.9% |
| All | -1.3% | +18.9% | -20.2% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling