+49.8%
EXR vs JAAA
+29.3%
+20.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -6.9% | +0.4% | -7.3% | -7.4% |
| 3M | -7.8% | +1.2% | -9.0% | -9.1% |
| 6M | -4.9% | +2.7% | -7.5% | -7.6% |
| YTD | +7.2% | +3.2% | +4.0% | +3.5% |
| 1Y | -1.5% | +4.8% | -6.3% | -6.5% |
| 3Y | +22.3% | +19.0% | +3.3% | +9.3% |
| 5Y | -10.9% | +26.8% | -37.7% | -22.9% |
| All | +49.8% | +29.3% | +20.5% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling