+265.4%
EWT vs JAAA
+29.3%
+236.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.1% | +0.1% | +2.0% | +1.9% |
| 30D | +9.4% | +0.5% | +8.9% | +8.4% |
| 3M | +10.9% | +1.2% | +9.6% | +8.3% |
| 6M | +57.9% | +2.7% | +55.2% | +50.2% |
| YTD | +75.9% | +3.2% | +72.7% | +66.0% |
| 1Y | +89.7% | +4.8% | +84.9% | +74.3% |
| 3Y | +200.9% | +19.0% | +181.9% | +143.0% |
| 5Y | +154.5% | +26.8% | +127.7% | +90.4% |
| All | +265.4% | +29.3% | +236.1% | +165.5% |
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 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