+88.3%
EXPE vs JAAA
+26.7%
+61.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.8% |
| 7D | -11.5% | +0.1% | -11.6% | -11.8% |
| 30D | -13.1% | +0.5% | -13.5% | -14.5% |
| 3M | +18.1% | +1.2% | +16.9% | +12.9% |
| 6M | +13.3% | +2.7% | +10.5% | +2.6% |
| YTD | -3.2% | +3.2% | -6.4% | -13.8% |
| 1Y | +26.1% | +4.8% | +21.3% | +6.0% |
| 3Y | +151.7% | +19.0% | +132.7% | +58.6% |
| 5Y | +88.3% | +26.8% | +61.6% | -4.4% |
| All | +88.3% | +26.7% | +61.6% | -4.4% |
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