+178.5%
EXE vs JAAA
+27.6%
+150.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -0.3% | +0.2% | -0.4% | -0.4% |
| 30D | +8.5% | +0.5% | +7.9% | +7.9% |
| 3M | +5.5% | +1.3% | +4.2% | +4.3% |
| 6M | -5.9% | +2.7% | -8.6% | -8.1% |
| YTD | -9.7% | +3.2% | -12.9% | -12.3% |
| 1Y | +3.6% | +4.9% | -1.3% | -0.9% |
| 3Y | +18.0% | +19.0% | -1.0% | +11.9% |
| 5Y | +109.4% | +26.8% | +82.6% | +86.3% |
| All | +178.5% | +27.6% | +150.9% | +146.8% |
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