-68.4%
EL vs JAAA
+26.7%
-95.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | +13.7% | +0.5% | +13.2% | +12.2% |
| 3M | +14.5% | +1.2% | +13.2% | +10.6% |
| 6M | +7.4% | +2.7% | +4.7% | -0.3% |
| YTD | -4.7% | +3.2% | -7.9% | -12.5% |
| 1Y | +12.9% | +4.8% | +8.1% | -0.4% |
| 3Y | -32.2% | +19.0% | -51.2% | -49.4% |
| 5Y | -68.4% | +26.8% | -95.2% | -78.1% |
| All | -68.4% | +26.7% | -95.1% | -78.1% |
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 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