+24.7%
EXR vs JAAA
+18.9%
+5.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.7% | +0.1% | -0.8% | -1.0% |
| 30D | -6.9% | +0.5% | -7.4% | -8.3% |
| 3M | -3.0% | +1.2% | -4.2% | -6.6% |
| 6M | -2.9% | +2.8% | -5.8% | -11.2% |
| YTD | +9.3% | +3.2% | +6.1% | -1.1% |
| 1Y | -0.9% | +4.8% | -5.8% | -14.8% |
| 3Y | +24.7% | +19.0% | +5.7% | +7.4% |
| All | +24.7% | +18.9% | +5.8% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling