+149.4%
EWT vs JAAA
+26.5%
+122.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | -1.1% | +0.1% | -1.2% | -1.3% |
| 30D | +4.5% | +0.5% | +3.9% | +3.3% |
| 3M | +8.3% | +1.3% | +7.0% | +5.5% |
| 6M | +54.2% | +2.8% | +51.5% | +45.9% |
| YTD | +74.6% | +3.3% | +71.3% | +63.7% |
| 1Y | +84.9% | +4.9% | +80.0% | +68.3% |
| 3Y | +197.5% | +19.0% | +178.6% | +135.8% |
| All | +149.4% | +26.5% | +122.9% | +82.5% |
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 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