+202.3%
ESI vs JAAA
+29.4%
+172.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.3% |
| 7D | -4.6% | +0.1% | -4.7% | -4.8% |
| 30D | -10.5% | +0.5% | -11.0% | -11.6% |
| 3M | -19.8% | +1.3% | -21.1% | -22.1% |
| 6M | +5.8% | +2.8% | +3.0% | -0.5% |
| YTD | +38.3% | +3.3% | +35.0% | +29.0% |
| 1Y | +31.5% | +4.9% | +26.6% | +19.0% |
| 3Y | +80.7% | +19.0% | +61.7% | +50.1% |
| 5Y | +69.4% | +26.9% | +42.5% | +35.0% |
| All | +202.3% | +29.4% | +172.9% | +114.3% |
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