+35.1%
XLB vs JAAA
+26.7%
+8.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.9% | +0.1% | -3.0% | -3.1% |
| 30D | -3.4% | +0.5% | -3.8% | -4.0% |
| 3M | +1.6% | +1.2% | +0.4% | -0.2% |
| 6M | +3.6% | +2.7% | +0.9% | -0.2% |
| YTD | +14.2% | +3.2% | +11.0% | +9.3% |
| 1Y | +15.6% | +4.8% | +10.8% | +8.4% |
| 3Y | +33.1% | +19.0% | +14.1% | +15.6% |
| 5Y | +35.1% | +26.8% | +8.3% | +12.2% |
| All | +35.1% | +26.7% | +8.3% | +12.2% |
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 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