+21.7%
ELV vs JAAA
+26.5%
-4.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +4.9% | +0.5% | +4.4% | +4.6% |
| 3M | +4.9% | +1.3% | +3.6% | +4.2% |
| 6M | +45.1% | +2.8% | +42.3% | +43.2% |
| YTD | +20.7% | +3.3% | +17.4% | +18.9% |
| 1Y | +35.0% | +4.9% | +30.1% | +32.1% |
| 3Y | -2.4% | +19.0% | -21.4% | -7.1% |
| All | +21.7% | +26.5% | -4.8% | +17.2% |
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