+133.1%
XLI vs JAAA
+29.4%
+103.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +0.9% |
| 7D | -1.7% | +0.1% | -1.7% | -1.8% |
| 30D | -7.3% | +0.5% | -7.8% | -8.0% |
| 3M | -1.3% | +1.3% | -2.6% | -3.3% |
| 6M | +2.2% | +2.8% | -0.5% | -2.1% |
| YTD | +11.7% | +3.3% | +8.4% | +6.3% |
| 1Y | +14.3% | +4.9% | +9.3% | +6.1% |
| 3Y | +70.3% | +19.0% | +51.4% | +43.5% |
| 5Y | +82.3% | +26.9% | +55.4% | +46.6% |
| All | +133.1% | +29.4% | +103.7% | +71.5% |
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 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