+491.8%
ET vs JAAA
+29.4%
+462.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -1.0% |
| 7D | +0.2% | +0.1% | +0.2% | +0.1% |
| 30D | +2.9% | +0.5% | +2.3% | +2.0% |
| 3M | +16.8% | +1.3% | +15.5% | +14.5% |
| 6M | +18.9% | +2.8% | +16.1% | +13.8% |
| YTD | +37.7% | +3.3% | +34.4% | +30.8% |
| 1Y | +32.4% | +4.9% | +27.5% | +22.6% |
| 3Y | +99.5% | +19.0% | +80.5% | +70.6% |
| 5Y | +244.0% | +26.9% | +217.1% | +186.1% |
| All | +491.8% | +29.4% | +462.5% | +348.0% |
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