+421.0%
ELF vs JAAA
+29.3%
+391.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | +5.4% | +0.2% | +5.2% | +5.0% |
| 30D | +27.0% | +0.5% | +26.4% | +25.8% |
| 3M | +113.2% | +1.3% | +111.9% | +108.5% |
| 6M | +36.6% | +2.7% | +33.9% | +30.3% |
| YTD | +44.2% | +3.2% | +41.0% | +36.5% |
| 1Y | -18.0% | +4.9% | -22.9% | -24.4% |
| 3Y | -19.9% | +19.0% | -38.9% | -29.1% |
| 5Y | +257.7% | +26.8% | +230.9% | +228.8% |
| All | +421.0% | +29.3% | +391.7% | +400.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling