+438.1%
XLE vs JAAA
+29.3%
+408.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -1.0% |
| 7D | +2.2% | +0.2% | +2.0% | +2.0% |
| 30D | +11.8% | +0.5% | +11.2% | +11.0% |
| 3M | +9.8% | +1.3% | +8.6% | +8.0% |
| 6M | +15.6% | +2.7% | +12.9% | +11.6% |
| YTD | +45.3% | +3.2% | +42.1% | +39.2% |
| 1Y | +48.3% | +4.9% | +43.4% | +38.8% |
| 3Y | +55.4% | +19.0% | +36.4% | +38.3% |
| 5Y | +216.1% | +26.8% | +189.3% | +173.6% |
| All | +438.1% | +29.3% | +408.8% | +335.7% |
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