-25.0%
ELAN vs JAAA
+29.4%
-54.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.2% |
| 7D | -5.4% | +0.1% | -5.5% | -5.6% |
| 30D | +4.7% | +0.5% | +4.2% | +3.4% |
| 3M | -3.7% | +1.3% | -4.9% | -6.4% |
| 6M | -1.2% | +2.8% | -4.0% | -7.2% |
| YTD | +2.4% | +3.3% | -0.9% | -4.8% |
| 1Y | +23.4% | +4.9% | +18.4% | +10.9% |
| 3Y | +96.7% | +19.0% | +77.7% | +56.3% |
| 5Y | -30.6% | +26.9% | -57.5% | -47.2% |
| All | -25.0% | +29.4% | -54.4% | -42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling