-65.3%
EL vs JAAA
+27.5%
-92.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.0% |
| 7D | +1.5% | +0.1% | +1.4% | +1.2% |
| 30D | +10.0% | +0.4% | +9.6% | +8.6% |
| 3M | +28.4% | +1.2% | +27.2% | +24.1% |
| 6M | +37.1% | +2.3% | +34.7% | +28.4% |
| YTD | +7.8% | +4.0% | +3.8% | -3.3% |
| 1Y | +26.0% | +4.8% | +21.2% | +10.8% |
| 3Y | +3.8% | +18.4% | -14.6% | -23.4% |
| All | -65.3% | +27.5% | -92.9% | -77.0% |
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