+375.4%
ELF vs JAAA
+29.3%
+346.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -6.8% | +0.1% | -6.9% | -6.9% |
| 30D | +5.1% | +0.5% | +4.6% | +4.2% |
| 3M | +79.8% | +1.2% | +78.5% | +75.9% |
| 6M | +29.7% | +2.7% | +27.0% | +23.7% |
| YTD | +31.6% | +3.2% | +28.4% | +24.5% |
| 1Y | -27.9% | +4.8% | -32.7% | -33.4% |
| 3Y | -26.4% | +19.0% | -45.4% | -34.9% |
| 5Y | +235.6% | +26.8% | +208.8% | +208.4% |
| All | +375.4% | +29.3% | +346.1% | +356.2% |
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 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