+444.0%
XLE vs JAAA
+29.3%
+414.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +12.6% | +0.5% | +12.2% | +12.0% |
| 3M | +11.8% | +1.2% | +10.6% | +10.1% |
| 6M | +16.1% | +2.8% | +13.2% | +11.8% |
| YTD | +46.9% | +3.2% | +43.7% | +40.7% |
| 1Y | +53.3% | +4.8% | +48.4% | +43.6% |
| 3Y | +54.9% | +19.0% | +36.0% | +37.8% |
| 5Y | +225.7% | +26.8% | +198.9% | +181.8% |
| All | +444.0% | +29.3% | +414.8% | +340.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling