+46.6%
XLE vs JAAA
+4.7%
+41.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +4.4% | +0.1% | +4.3% | +4.6% |
| 30D | -4.3% | +0.4% | -4.7% | -3.6% |
| 3M | +6.0% | +1.2% | +4.8% | +8.1% |
| 6M | +13.2% | +2.3% | +10.9% | +17.6% |
| YTD | +46.7% | +4.0% | +42.8% | +55.6% |
| 1Y | +46.6% | +4.8% | +41.8% | +50.5% |
| All | +46.6% | +4.7% | +41.9% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling