+71.5%
SHEL vs JAAA
+19.0%
+52.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.6% |
| 7D | +4.1% | +0.1% | +4.0% | +3.8% |
| 30D | +8.4% | +0.5% | +7.8% | +6.4% |
| 3M | +13.7% | +1.3% | +12.4% | +8.7% |
| 6M | +12.7% | +2.8% | +9.9% | +2.1% |
| YTD | +35.3% | +3.3% | +32.0% | +20.4% |
| 1Y | +39.4% | +4.9% | +34.4% | +16.7% |
| 3Y | +71.5% | +19.0% | +52.5% | +13.7% |
| All | +71.5% | +19.0% | +52.5% | +13.7% |
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