+227.9%
EXPE vs JAAA
+29.3%
+198.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -2.0% |
| 7D | -9.5% | +0.2% | -9.7% | -10.1% |
| 30D | -6.6% | +0.5% | -7.2% | -8.3% |
| 3M | +31.4% | +1.3% | +30.1% | +25.7% |
| 6M | +35.2% | +2.7% | +32.5% | +23.3% |
| YTD | +5.8% | +3.2% | +2.6% | -5.2% |
| 1Y | +38.7% | +4.9% | +33.7% | +17.1% |
| 3Y | +175.8% | +19.0% | +156.8% | +76.7% |
| 5Y | +111.8% | +26.8% | +85.0% | +14.3% |
| All | +227.9% | +29.3% | +198.7% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling