+3.3%
EW vs JAAA
+29.3%
-26.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.4% | +0.1% | -3.4% | -3.4% |
| 30D | -7.4% | +0.4% | -7.8% | -7.6% |
| 3M | +0.9% | +1.2% | -0.3% | +0.2% |
| 6M | +1.2% | +2.7% | -1.5% | -0.4% |
| YTD | +1.8% | +3.2% | -1.4% | 0.0% |
| 1Y | +10.8% | +4.8% | +6.0% | +8.1% |
| 3Y | +17.1% | +19.0% | -1.8% | +15.0% |
| 5Y | -28.2% | +26.8% | -55.0% | -30.1% |
| All | +3.3% | +29.3% | -26.0% | -5.5% |
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