+490.5%
ET vs JAAA
+29.3%
+461.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.9% | +0.2% | +0.7% | +0.6% |
| 30D | +7.5% | +0.5% | +6.9% | +6.6% |
| 3M | +11.4% | +1.3% | +10.1% | +9.2% |
| 6M | +18.5% | +2.7% | +15.9% | +13.7% |
| YTD | +37.4% | +3.2% | +34.2% | +30.7% |
| 1Y | +30.9% | +4.9% | +26.0% | +21.2% |
| 3Y | +98.7% | +19.0% | +79.7% | +70.1% |
| 5Y | +230.7% | +26.8% | +203.9% | +175.4% |
| All | +490.5% | +29.3% | +461.2% | +347.6% |
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 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