-26.0%
ELAN vs JAAA
+29.3%
-55.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -6.4% | +0.1% | -6.5% | -6.6% |
| 30D | +0.6% | +0.4% | +0.1% | -0.4% |
| 3M | 0.0% | +1.2% | -1.3% | -2.8% |
| 6M | -3.4% | +2.7% | -6.1% | -9.0% |
| YTD | +1.0% | +3.2% | -2.2% | -5.9% |
| 1Y | +24.7% | +4.8% | +19.9% | +12.4% |
| 3Y | +97.2% | +19.0% | +78.3% | +57.0% |
| 5Y | -31.5% | +26.8% | -58.3% | -47.8% |
| All | -26.0% | +29.3% | -55.3% | -43.2% |
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