+570.7%
EME vs JAAA
+26.5%
+544.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.1% |
| 7D | +3.5% | +0.1% | +3.4% | +3.3% |
| 30D | -6.3% | +0.5% | -6.9% | -7.6% |
| 3M | -3.8% | +1.3% | -5.0% | -6.8% |
| 6M | +8.5% | +2.8% | +5.7% | +1.2% |
| YTD | +27.8% | +3.3% | +24.5% | +18.1% |
| 1Y | +22.2% | +4.9% | +17.3% | +8.9% |
| 3Y | +253.5% | +19.0% | +234.5% | +171.6% |
| All | +570.7% | +26.5% | +544.2% | +383.9% |
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