+219.8%
EWY vs JAAA
+29.3%
+190.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +8.0% | +0.1% | +7.9% | +7.9% |
| 30D | +14.3% | +0.5% | +13.9% | +13.6% |
| 3M | +2.3% | +1.2% | +1.1% | +0.4% |
| 6M | +49.9% | +2.8% | +47.0% | +43.6% |
| YTD | +95.3% | +3.2% | +92.2% | +86.4% |
| 1Y | +161.7% | +4.8% | +156.9% | +144.8% |
| 3Y | +230.2% | +19.0% | +211.2% | +173.1% |
| 5Y | +148.1% | +26.8% | +121.3% | +91.5% |
| All | +219.8% | +29.3% | +190.5% | +129.5% |
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