+245.2%
ELF vs JAAA
+26.4%
+218.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | +5.9% | +0.5% | +5.5% | +5.0% |
| 3M | +99.5% | +1.2% | +98.3% | +94.9% |
| 6M | +26.5% | +2.8% | +23.7% | +19.8% |
| YTD | +37.2% | +3.2% | +34.0% | +29.2% |
| 1Y | -24.4% | +4.8% | -29.3% | -30.7% |
| 3Y | -23.3% | +19.0% | -42.3% | -32.5% |
| 5Y | +245.2% | +26.8% | +218.3% | +230.4% |
| All | +245.2% | +26.4% | +218.8% | +230.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling