-45.3%
EL vs JAAA
+30.3%
-75.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.0% |
| 7D | +1.5% | +0.1% | +1.4% | +1.3% |
| 30D | +10.0% | +0.4% | +9.6% | +8.7% |
| 3M | +28.4% | +1.2% | +27.2% | +24.4% |
| 6M | +37.1% | +2.3% | +34.7% | +29.1% |
| YTD | +7.8% | +4.0% | +3.8% | -2.4% |
| 1Y | +26.0% | +4.8% | +21.2% | +11.9% |
| 3Y | +3.8% | +18.4% | -14.6% | -21.5% |
| 5Y | -65.2% | +27.5% | -92.7% | -76.2% |
| All | -45.3% | +30.3% | -75.6% | -65.6% |
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