+982.5%
EME vs JAAA
+29.3%
+953.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | +2.7% | +0.1% | +2.6% | +2.5% |
| 30D | -6.8% | +0.5% | -7.3% | -7.8% |
| 3M | -8.8% | +1.2% | -10.1% | -11.6% |
| 6M | +5.0% | +2.7% | +2.3% | -1.8% |
| YTD | +23.5% | +3.2% | +20.3% | +14.4% |
| 1Y | +21.3% | +4.8% | +16.5% | +8.6% |
| 3Y | +241.1% | +19.0% | +222.1% | +159.5% |
| 5Y | +549.2% | +26.8% | +522.4% | +359.8% |
| All | +982.5% | +29.3% | +953.2% | +577.1% |
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