+139.2%
SLB vs JAAA
+26.4%
+112.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | +13.6% | +0.5% | +13.1% | +12.4% |
| 3M | +1.5% | +1.2% | +0.3% | -1.2% |
| 6M | +23.0% | +2.8% | +20.2% | +15.5% |
| YTD | +51.2% | +3.2% | +48.0% | +40.9% |
| 1Y | +63.5% | +4.8% | +58.6% | +47.0% |
| 3Y | +2.5% | +19.0% | -16.5% | -17.2% |
| 5Y | +139.2% | +26.8% | +112.4% | +84.0% |
| All | +139.2% | +26.4% | +112.8% | +84.0% |
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