+48.9%
EVRG vs JAAA
+26.8%
+22.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | 0.0% | +0.4% | -0.4% | -0.3% |
| 3M | -1.0% | +1.2% | -2.2% | -1.8% |
| 6M | +1.0% | +2.7% | -1.7% | -0.9% |
| YTD | +15.1% | +3.2% | +11.9% | +12.6% |
| 1Y | +17.6% | +4.8% | +12.8% | +13.7% |
| 3Y | +70.5% | +19.0% | +51.5% | +55.5% |
| 5Y | +48.9% | +26.8% | +22.1% | +34.9% |
| All | +48.9% | +26.8% | +22.1% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling