+90.5%
EVRG vs JAAA
+29.3%
+61.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -0.5% | +0.5% | -1.0% | -0.8% |
| 3M | +1.5% | +1.2% | +0.3% | +0.7% |
| 6M | +1.2% | +2.8% | -1.7% | -0.6% |
| YTD | +16.3% | +3.2% | +13.1% | +14.1% |
| 1Y | +20.3% | +4.8% | +15.4% | +16.7% |
| 3Y | +72.3% | +19.0% | +53.3% | +59.1% |
| 5Y | +46.7% | +26.8% | +19.9% | +30.9% |
| All | +90.5% | +29.3% | +61.3% | +67.0% |
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 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