+27.8%
EXPE vs JAAA
+4.9%
+22.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | -13.6% | +0.5% | -14.1% | -14.7% |
| 3M | +25.2% | +1.3% | +23.9% | +21.0% |
| 6M | +22.3% | +2.8% | +19.6% | +12.6% |
| YTD | -0.3% | +3.3% | -3.6% | -9.6% |
| 1Y | +27.8% | +4.9% | +22.9% | -0.7% |
| All | +27.8% | +4.9% | +22.9% | -0.7% |
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