-60.8%
EOSE vs JAAA
+30.0%
-90.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.4% |
| 7D | +1.8% | +0.1% | +1.7% | +1.4% |
| 30D | -6.8% | +0.5% | -7.4% | -9.4% |
| 3M | -36.3% | +1.3% | -37.6% | -40.4% |
| 6M | -38.8% | +2.8% | -41.5% | -47.0% |
| YTD | -65.5% | +3.3% | -68.8% | -70.5% |
| 1Y | -45.3% | +4.9% | -50.2% | -56.2% |
| 3Y | +44.2% | +19.0% | +25.2% | -26.8% |
| 5Y | -69.5% | +26.9% | -96.4% | -88.3% |
| All | -60.8% | +30.0% | -90.8% | -83.6% |
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