+115.1%
EXPD vs JAAA
+29.3%
+85.8%
-35.6%
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 | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +4.1% | +0.5% | +3.6% | +3.5% |
| 3M | +13.8% | +1.2% | +12.6% | +12.2% |
| 6M | +27.3% | +2.8% | +24.4% | +23.1% |
| YTD | +25.4% | +3.2% | +22.3% | +20.9% |
| 1Y | +54.4% | +4.8% | +49.5% | +46.0% |
| 3Y | +67.9% | +19.0% | +48.9% | +47.1% |
| 5Y | +59.2% | +26.8% | +32.3% | +33.8% |
| All | +115.1% | +29.3% | +85.8% | +74.3% |
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 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