+100.7%
ET vs JAAA
+18.9%
+81.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.7% |
| 7D | +0.6% | +0.1% | +0.6% | +0.2% |
| 30D | +5.3% | +0.5% | +4.8% | +3.1% |
| 3M | +15.6% | +1.2% | +14.4% | +9.2% |
| 6M | +20.6% | +2.7% | +17.9% | +6.3% |
| YTD | +38.5% | +3.2% | +35.3% | +19.2% |
| 1Y | +35.7% | +4.8% | +30.9% | +7.7% |
| All | +100.7% | +18.9% | +81.8% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling