+78.9%
EXC vs JAAA
+29.4%
+49.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -3.6% | +0.5% | -4.2% | -3.8% |
| 3M | -4.3% | +1.3% | -5.5% | -4.7% |
| 6M | -9.9% | +2.8% | -12.7% | -10.8% |
| YTD | +1.8% | +3.3% | -1.5% | +0.6% |
| 1Y | +2.9% | +4.9% | -2.1% | +1.1% |
| 3Y | +19.1% | +19.0% | +0.1% | +10.3% |
| 5Y | +44.8% | +26.9% | +17.9% | +27.4% |
| All | +78.9% | +29.4% | +49.6% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling