+139.6%
EMR vs JAAA
+29.3%
+110.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | -9.4% | +0.4% | -9.9% | -10.2% |
| 3M | +8.6% | +1.2% | +7.4% | +6.1% |
| 6M | +6.7% | +2.7% | +4.0% | +1.4% |
| YTD | +13.1% | +3.2% | +9.9% | +6.5% |
| 1Y | +12.7% | +4.8% | +7.9% | +3.3% |
| 3Y | +58.1% | +19.0% | +39.1% | +30.9% |
| 5Y | +63.6% | +26.8% | +36.9% | +29.6% |
| All | +139.6% | +29.3% | +110.3% | +71.6% |
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