+96.5%
IEFA vs JAAA
+29.4%
+67.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -1.6% | +0.1% | -1.6% | -1.7% |
| 30D | -1.5% | +0.5% | -2.0% | -2.2% |
| 3M | +3.4% | +1.3% | +2.1% | +1.5% |
| 6M | +9.5% | +2.8% | +6.7% | +5.2% |
| YTD | +13.0% | +3.3% | +9.8% | +8.0% |
| 1Y | +18.0% | +4.9% | +13.1% | +10.4% |
| 3Y | +65.4% | +19.0% | +46.4% | +40.0% |
| 5Y | +51.6% | +26.9% | +24.7% | +20.9% |
| All | +96.5% | +29.4% | +67.1% | +46.3% |
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