+377.8%
SHEL vs JAAA
+29.3%
+348.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +7.2% | +0.5% | +6.8% | +6.8% |
| 3M | +12.9% | +1.2% | +11.6% | +11.7% |
| 6M | +13.7% | +2.7% | +11.0% | +11.1% |
| YTD | +33.7% | +3.2% | +30.5% | +30.1% |
| 1Y | +37.9% | +4.8% | +33.1% | +32.4% |
| 3Y | +70.2% | +19.0% | +51.2% | +63.4% |
| 5Y | +192.3% | +26.8% | +165.6% | +179.1% |
| All | +377.8% | +29.3% | +348.5% | +327.2% |
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 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