+448.9%
XLE vs JAAA
+30.3%
+418.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.9% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | -3.9% | +0.4% | -4.4% | -4.5% |
| 3M | +7.0% | +1.2% | +5.8% | +5.3% |
| 6M | +14.2% | +2.3% | +11.9% | +10.8% |
| YTD | +48.2% | +4.0% | +44.2% | +40.5% |
| 1Y | +47.7% | +4.8% | +42.9% | +38.5% |
| 3Y | +70.0% | +18.4% | +51.6% | +49.9% |
| 5Y | +169.1% | +27.5% | +141.6% | +131.1% |
| All | +448.9% | +30.3% | +418.6% | +339.8% |
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