+60.5%
XOM vs JAAA
+19.0%
+41.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.2% |
| 7D | +4.1% | +0.1% | +4.0% | +3.9% |
| 30D | +4.6% | +0.5% | +4.0% | +3.1% |
| 3M | +14.0% | +1.3% | +12.7% | +10.1% |
| 6M | +11.0% | +2.8% | +8.2% | +2.6% |
| YTD | +40.7% | +3.3% | +37.4% | +27.8% |
| 1Y | +52.3% | +4.9% | +47.4% | +30.6% |
| 3Y | +60.5% | +19.0% | +41.5% | -9.8% |
| All | +60.5% | +19.0% | +41.5% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling