+44.2%
XLU vs JAAA
+26.5%
+17.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -3.3% | +0.5% | -3.8% | -3.8% |
| 3M | -3.2% | +1.3% | -4.4% | -4.4% |
| 6M | -7.0% | +2.8% | -9.7% | -9.6% |
| YTD | +0.6% | +3.3% | -2.6% | -2.7% |
| 1Y | +2.4% | +4.9% | -2.5% | -2.6% |
| 3Y | +46.3% | +19.0% | +27.3% | +28.3% |
| All | +44.2% | +26.5% | +17.7% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling