+157.2%
XLF vs JAAA
+29.4%
+127.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.5% |
| 7D | -1.5% | +0.1% | -1.5% | -1.6% |
| 30D | -1.2% | +0.5% | -1.7% | -2.1% |
| 3M | +9.2% | +1.3% | +7.9% | +6.8% |
| 6M | +16.3% | +2.8% | +13.5% | +10.9% |
| YTD | +5.4% | +3.3% | +2.2% | -0.2% |
| 1Y | +7.6% | +4.9% | +2.7% | -0.8% |
| 3Y | +74.2% | +19.0% | +55.2% | +43.7% |
| 5Y | +66.1% | +26.9% | +39.2% | +29.3% |
| All | +157.2% | +29.4% | +127.8% | +85.0% |
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