+222.9%
EWY vs JAAA
+19.0%
+203.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.3% |
| 30D | +7.3% | +0.5% | +6.8% | +5.8% |
| 3M | -5.1% | +1.3% | -6.4% | -8.4% |
| 6M | +42.1% | +2.8% | +39.3% | +31.6% |
| YTD | +94.1% | +3.3% | +90.9% | +78.1% |
| 1Y | +147.8% | +4.9% | +142.9% | +120.1% |
| 3Y | +222.9% | +19.0% | +204.0% | +187.7% |
| All | +222.9% | +19.0% | +203.9% | +187.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling