+56.1%
ELV vs JAAA
+29.4%
+26.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +5.4% | +0.5% | +4.8% | +5.0% |
| 3M | +5.4% | +1.3% | +4.1% | +4.6% |
| 6M | +45.7% | +2.8% | +42.9% | +43.4% |
| YTD | +21.2% | +3.3% | +17.9% | +19.0% |
| 1Y | +35.6% | +4.9% | +30.7% | +32.1% |
| 3Y | -2.0% | +19.0% | -21.0% | -9.0% |
| 5Y | +26.0% | +26.9% | -0.9% | +16.7% |
| All | +56.1% | +29.4% | +26.7% | +36.0% |
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 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