+48.7%
XLRE vs JAAA
+29.4%
+19.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -1.2% | +0.1% | -1.2% | -1.3% |
| 30D | -2.4% | +0.5% | -2.9% | -3.1% |
| 3M | -2.5% | +1.3% | -3.8% | -4.1% |
| 6M | +4.0% | +2.8% | +1.2% | +0.4% |
| YTD | +9.3% | +3.3% | +6.0% | +4.9% |
| 1Y | +5.6% | +4.9% | +0.7% | -0.6% |
| 3Y | +31.3% | +19.0% | +12.3% | +13.5% |
| 5Y | +9.5% | +26.9% | -17.3% | -9.8% |
| All | +48.7% | +29.4% | +19.3% | +19.9% |
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