+377.8%
XME vs JAAA
+29.4%
+348.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.2% |
| 7D | -4.2% | +0.1% | -4.3% | -4.4% |
| 30D | -2.7% | +0.5% | -3.2% | -3.8% |
| 3M | -3.9% | +1.3% | -5.2% | -6.5% |
| 6M | -1.0% | +2.8% | -3.8% | -6.6% |
| YTD | +9.8% | +3.3% | +6.6% | +2.7% |
| 1Y | +32.5% | +4.9% | +27.6% | +20.1% |
| 3Y | +124.3% | +19.0% | +105.4% | +72.7% |
| 5Y | +165.8% | +26.9% | +138.9% | +84.7% |
| All | +377.8% | +29.4% | +348.4% | +192.0% |
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