+101.4%
EXE vs JAAA
+26.7%
+74.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -0.4% | +0.5% | -0.8% | -0.8% |
| 3M | +9.5% | +1.2% | +8.2% | +8.2% |
| 6M | -9.3% | +2.7% | -12.1% | -11.6% |
| YTD | -10.9% | +3.2% | -14.1% | -13.5% |
| 1Y | +4.3% | +4.8% | -0.5% | -0.3% |
| 3Y | +18.8% | +19.0% | -0.2% | +12.9% |
| 5Y | +101.4% | +26.8% | +74.6% | +79.2% |
| All | +101.4% | +26.7% | +74.7% | +79.2% |
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 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