+60.1%
EXPD vs JAAA
+27.5%
+32.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | +5.5% | +0.1% | +5.4% | +5.4% |
| 30D | -0.8% | +0.4% | -1.2% | -1.4% |
| 3M | +4.1% | +1.2% | +2.9% | +2.5% |
| 6M | +25.7% | +2.3% | +23.4% | +22.0% |
| YTD | +31.4% | +4.0% | +27.4% | +24.9% |
| 1Y | +42.2% | +4.8% | +37.4% | +33.7% |
| 3Y | +77.2% | +18.4% | +58.7% | +52.8% |
| All | +60.1% | +27.5% | +32.6% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling