+168.5%
XME vs JAAA
+26.8%
+141.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -3.0% | +0.1% | -3.1% | -3.2% |
| 30D | -2.6% | +0.4% | -3.0% | -3.5% |
| 3M | +2.2% | +1.2% | +0.9% | -0.4% |
| 6M | +0.7% | +2.7% | -2.0% | -4.7% |
| YTD | +10.9% | +3.2% | +7.7% | +4.0% |
| 1Y | +35.7% | +4.8% | +30.9% | +23.4% |
| 3Y | +127.1% | +19.0% | +108.2% | +78.4% |
| 5Y | +168.5% | +26.8% | +141.7% | +89.1% |
| All | +168.5% | +26.8% | +141.7% | +89.1% |
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