+161.5%
EXEL vs JAAA
+29.3%
+132.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +8.4% | +0.2% | +8.2% | +8.3% |
| 30D | +4.1% | +0.5% | +3.5% | +3.9% |
| 3M | +12.4% | +1.3% | +11.2% | +12.1% |
| 6M | +41.5% | +2.7% | +38.9% | +40.8% |
| YTD | +34.6% | +3.2% | +31.5% | +33.8% |
| 1Y | +57.9% | +4.9% | +52.9% | +56.5% |
| 3Y | +159.5% | +19.0% | +140.5% | +181.6% |
| 5Y | +198.5% | +26.8% | +171.7% | +243.8% |
| All | +161.5% | +29.3% | +132.2% | +193.0% |
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