+154.5%
EXEL vs JAAA
+29.3%
+125.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +11.9% | +0.4% | +11.5% | +11.8% |
| 3M | +9.2% | +1.2% | +8.0% | +8.9% |
| 6M | +39.1% | +2.7% | +36.4% | +38.3% |
| YTD | +31.0% | +3.2% | +27.9% | +30.2% |
| 1Y | +52.3% | +4.8% | +47.5% | +51.1% |
| 3Y | +159.7% | +19.0% | +140.8% | +181.8% |
| 5Y | +187.7% | +26.8% | +160.9% | +231.5% |
| All | +154.5% | +29.3% | +125.2% | +185.1% |
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