+12.7%
EMR vs JAAA
+4.7%
+8.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.9% |
| 30D | -9.4% | +0.4% | -9.9% | -12.7% |
| 3M | +8.6% | +1.2% | +7.4% | -2.0% |
| 6M | +6.7% | +2.7% | +4.0% | -14.9% |
| YTD | +13.1% | +3.2% | +9.9% | -13.5% |
| 1Y | +12.7% | +4.8% | +7.9% | -26.5% |
| All | +12.7% | +4.7% | +8.0% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling