+218.7%
ESI vs JAAA
+29.3%
+189.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +5.4% | +0.1% | +5.3% | +5.2% |
| 30D | -4.2% | +0.5% | -4.6% | -5.2% |
| 3M | -9.6% | +1.2% | -10.8% | -12.1% |
| 6M | +18.3% | +2.8% | +15.5% | +11.1% |
| YTD | +45.8% | +3.2% | +42.7% | +36.2% |
| 1Y | +39.2% | +4.8% | +34.3% | +26.1% |
| 3Y | +86.3% | +19.0% | +67.3% | +55.0% |
| 5Y | +76.2% | +26.8% | +49.4% | +40.6% |
| All | +218.7% | +29.3% | +189.5% | +126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling