+204.7%
EXPE vs JAAA
+29.3%
+175.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -8.7% | +0.1% | -8.7% | -8.9% |
| 30D | -13.6% | +0.4% | -14.1% | -14.9% |
| 3M | +26.6% | +1.2% | +25.4% | +21.5% |
| 6M | +19.9% | +2.7% | +17.3% | +9.4% |
| YTD | -1.7% | +3.2% | -4.9% | -11.9% |
| 1Y | +29.4% | +4.8% | +24.6% | +9.7% |
| 3Y | +155.7% | +19.0% | +136.7% | +63.9% |
| 5Y | +93.1% | +26.8% | +66.3% | +4.2% |
| All | +204.7% | +29.3% | +175.4% | +49.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling