+52.3%
XOM vs JAAA
+4.9%
+47.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.7% |
| 7D | +4.1% | +0.1% | +4.0% | +4.3% |
| 30D | +4.6% | +0.5% | +4.0% | +6.3% |
| 3M | +14.0% | +1.3% | +12.7% | +18.6% |
| 6M | +11.0% | +2.8% | +8.2% | +19.5% |
| YTD | +40.7% | +3.3% | +37.4% | +49.2% |
| 1Y | +52.3% | +4.9% | +47.4% | +58.2% |
| All | +52.3% | +4.9% | +47.4% | +58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling