+424.0%
XOP vs JAAA
+29.4%
+394.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +9.6% | +0.5% | +9.1% | +8.6% |
| 3M | +20.4% | +1.3% | +19.1% | +17.9% |
| 6M | +19.9% | +2.8% | +17.1% | +14.5% |
| YTD | +56.4% | +3.3% | +53.1% | +48.1% |
| 1Y | +52.4% | +4.9% | +47.5% | +40.3% |
| 3Y | +39.9% | +19.0% | +20.9% | +20.9% |
| 5Y | +163.7% | +26.9% | +136.8% | +119.0% |
| All | +424.0% | +29.4% | +394.6% | +304.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling