+169.7%
EXE vs JAAA
+27.7%
+142.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -0.9% | +0.5% | -1.4% | -1.4% |
| 3M | +9.6% | +1.3% | +8.3% | +8.3% |
| 6M | -11.6% | +2.8% | -14.4% | -13.8% |
| YTD | -12.6% | +3.3% | -15.8% | -15.1% |
| 1Y | +1.2% | +4.9% | -3.7% | -3.2% |
| 3Y | +18.0% | +19.0% | -0.9% | +11.8% |
| 5Y | +101.1% | +26.9% | +74.2% | +78.8% |
| All | +169.7% | +27.7% | +142.0% | +138.9% |
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