+96.7%
ELAN vs JAAA
+19.0%
+77.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +0.9% |
| 7D | -5.4% | +0.1% | -5.5% | -5.9% |
| 30D | +4.7% | +0.5% | +4.2% | +1.3% |
| 3M | -3.7% | +1.3% | -4.9% | -11.0% |
| 6M | -1.2% | +2.8% | -4.0% | -16.7% |
| YTD | +2.4% | +3.3% | -0.9% | -16.1% |
| 1Y | +23.4% | +4.9% | +18.4% | -8.2% |
| 3Y | +96.7% | +19.0% | +77.7% | -13.5% |
| All | +96.7% | +19.0% | +77.7% | -13.5% |
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 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