+52.9%
EXR vs JAAA
+29.3%
+23.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -2.6% | +0.2% | -2.7% | -2.8% |
| 30D | -7.2% | +0.5% | -7.7% | -7.8% |
| 3M | -3.5% | +1.3% | -4.8% | -4.9% |
| 6M | -5.3% | +2.7% | -8.0% | -8.1% |
| YTD | +9.4% | +3.2% | +6.2% | +5.6% |
| 1Y | +1.3% | +4.9% | -3.6% | -3.9% |
| 3Y | +22.4% | +19.0% | +3.4% | +9.5% |
| 5Y | -12.2% | +26.8% | -39.0% | -24.1% |
| All | +52.9% | +29.3% | +23.6% | +25.6% |
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