-18.0%
ELF vs JAAA
+4.9%
-22.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +1.1% |
| 7D | +5.4% | +0.2% | +5.2% | +3.0% |
| 30D | +27.0% | +0.5% | +26.4% | +18.8% |
| 3M | +113.2% | +1.3% | +111.9% | +82.0% |
| 6M | +36.6% | +2.7% | +33.9% | -2.5% |
| YTD | +44.2% | +3.2% | +41.0% | -11.2% |
| 1Y | -18.0% | +4.9% | -22.9% | -69.5% |
| All | -18.0% | +4.9% | -22.9% | -69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling