+56.8%
EXPD vs JAAA
+4.9%
+51.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -1.1% | +0.2% | -1.3% | -1.4% |
| 30D | +4.1% | +0.5% | +3.5% | +3.2% |
| 3M | +17.9% | +1.3% | +16.6% | +15.4% |
| 6M | +29.2% | +2.7% | +26.6% | +23.9% |
| YTD | +27.4% | +3.2% | +24.2% | +19.7% |
| 1Y | +56.8% | +4.9% | +51.9% | +43.3% |
| All | +56.8% | +4.9% | +51.9% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling