+27.6%
EW vs JAAA
+30.3%
-2.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +23.9% | +0.4% | +23.5% | +23.6% |
| 3M | +15.8% | +1.2% | +14.6% | +14.9% |
| 6M | +31.7% | +2.3% | +29.3% | +29.9% |
| YTD | +25.7% | +4.0% | +21.7% | +22.9% |
| 1Y | +24.4% | +4.8% | +19.6% | +21.2% |
| 3Y | +65.9% | +18.4% | +47.4% | +61.6% |
| 5Y | -7.6% | +27.5% | -35.2% | -10.5% |
| All | +27.6% | +30.3% | -2.7% | +16.1% |
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