+274.4%
ELF vs JAAA
+27.4%
+247.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.6% |
| 7D | +4.0% | +0.2% | +3.8% | +3.7% |
| 30D | +10.6% | +0.4% | +10.1% | +9.6% |
| 3M | +25.8% | +1.2% | +24.6% | +22.9% |
| 6M | +89.1% | +2.3% | +86.7% | +80.6% |
| YTD | +52.7% | +3.9% | +48.8% | +41.9% |
| 1Y | +51.7% | +4.8% | +46.9% | +38.6% |
| 3Y | +14.2% | +18.5% | -4.3% | -1.1% |
| All | +274.4% | +27.4% | +247.0% | +240.3% |
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 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