+431.2%
EOG vs JAAA
+29.4%
+401.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.3% |
| 30D | +2.9% | +0.5% | +2.4% | +1.9% |
| 3M | +8.7% | +1.3% | +7.5% | +6.2% |
| 6M | +12.9% | +2.8% | +10.1% | +7.3% |
| YTD | +43.8% | +3.3% | +40.6% | +35.4% |
| 1Y | +27.1% | +4.9% | +22.1% | +15.9% |
| 3Y | +25.9% | +19.0% | +6.9% | +0.2% |
| 5Y | +177.9% | +26.9% | +151.0% | +104.7% |
| All | +431.2% | +29.4% | +401.8% | +268.1% |
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 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