+35.8%
XBI vs JAAA
+29.3%
+6.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | +0.9% | +0.5% | +0.4% | +0.3% |
| 3M | +21.4% | +1.2% | +20.2% | +19.7% |
| 6M | +25.5% | +2.7% | +22.8% | +21.7% |
| YTD | +30.8% | +3.2% | +27.6% | +26.4% |
| 1Y | +68.6% | +4.8% | +63.8% | +60.4% |
| 3Y | +103.9% | +19.0% | +84.9% | +89.0% |
| 5Y | +20.8% | +26.8% | -6.0% | +8.8% |
| All | +35.8% | +29.3% | +6.5% | +13.3% |
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