+154.0%
NEM vs JAAA
+26.8%
+127.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | +7.8% | +0.4% | +7.4% | +7.3% |
| 3M | +36.3% | +1.2% | +35.0% | +34.2% |
| 6M | +6.6% | +2.7% | +3.9% | +3.2% |
| YTD | +27.1% | +3.2% | +24.0% | +22.4% |
| 1Y | +62.3% | +4.8% | +57.5% | +53.4% |
| 3Y | +245.1% | +19.0% | +226.1% | +179.8% |
| 5Y | +154.0% | +26.8% | +127.2% | +81.6% |
| All | +154.0% | +26.8% | +127.2% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling