+148.7%
EWY vs JAAA
+26.5%
+122.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +7.3% | +0.5% | +6.8% | +6.5% |
| 3M | -5.1% | +1.3% | -6.4% | -6.9% |
| 6M | +42.1% | +2.8% | +39.3% | +36.3% |
| YTD | +94.1% | +3.3% | +90.9% | +85.2% |
| 1Y | +147.8% | +4.9% | +142.9% | +131.8% |
| 3Y | +222.9% | +19.0% | +204.0% | +170.4% |
| All | +148.7% | +26.5% | +122.2% | +97.0% |
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