+111.7%
XME vs JAAA
+27.5%
+84.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.7% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | -6.1% | +0.4% | -6.6% | -7.0% |
| 3M | -18.6% | +1.2% | -19.8% | -20.7% |
| 6M | -23.9% | +2.3% | -26.2% | -27.5% |
| YTD | -9.3% | +4.0% | -13.3% | -16.4% |
| 1Y | +1.8% | +4.8% | -3.1% | -7.6% |
| 3Y | +93.0% | +18.4% | +74.6% | +51.3% |
| All | +111.7% | +27.5% | +84.1% | +46.0% |
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 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