+528.1%
XOM vs JAAA
+29.3%
+498.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +3.4% | +0.5% | +3.0% | +3.0% |
| 3M | +11.0% | +1.2% | +9.8% | +9.6% |
| 6M | +10.6% | +2.7% | +7.9% | +7.6% |
| YTD | +39.2% | +3.2% | +36.0% | +34.6% |
| 1Y | +52.7% | +4.8% | +47.9% | +45.0% |
| 3Y | +56.8% | +19.0% | +37.8% | +39.3% |
| 5Y | +261.8% | +26.8% | +235.0% | +209.6% |
| All | +528.1% | +29.3% | +498.8% | +412.6% |
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