+467.0%
ELF vs JAAA
+30.2%
+436.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +7.8% | +0.1% | +7.8% | +7.7% |
| 30D | +9.3% | +0.4% | +8.9% | +8.5% |
| 3M | +21.2% | +1.1% | +20.0% | +18.7% |
| 6M | +96.1% | +2.3% | +93.8% | +88.3% |
| YTD | +57.0% | +3.9% | +53.1% | +46.7% |
| 1Y | +61.9% | +4.8% | +57.1% | +49.1% |
| 3Y | +20.0% | +18.4% | +1.6% | +4.7% |
| 5Y | +284.8% | +27.4% | +257.3% | +249.4% |
| All | +467.0% | +30.2% | +436.8% | +437.3% |
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