+404.4%
XME vs JAAA
+29.3%
+375.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.6% | +0.1% | +3.5% | +3.4% |
| 30D | +3.6% | +0.5% | +3.2% | +2.6% |
| 3M | +1.2% | +1.2% | 0.0% | -1.3% |
| 6M | +9.0% | +2.8% | +6.2% | +2.7% |
| YTD | +15.9% | +3.2% | +12.7% | +8.6% |
| 1Y | +43.2% | +4.8% | +38.3% | +30.0% |
| 3Y | +137.4% | +19.0% | +118.4% | +82.8% |
| 5Y | +185.0% | +26.8% | +158.2% | +98.3% |
| All | +404.4% | +29.3% | +375.1% | +208.8% |
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