+383.6%
SHEL vs JAAA
+29.4%
+354.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | +8.4% | +0.5% | +7.8% | +7.9% |
| 3M | +13.7% | +1.3% | +12.4% | +12.5% |
| 6M | +12.7% | +2.8% | +9.9% | +10.1% |
| YTD | +35.3% | +3.3% | +32.0% | +31.6% |
| 1Y | +39.4% | +4.9% | +34.4% | +33.7% |
| 3Y | +71.5% | +19.0% | +52.5% | +64.4% |
| 5Y | +195.0% | +26.9% | +168.1% | +181.4% |
| All | +383.6% | +29.4% | +354.3% | +332.2% |
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