+27.1%
XYL vs JAAA
+29.4%
-2.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -11.9% | +0.5% | -12.5% | -12.6% |
| 3M | -1.5% | +1.3% | -2.8% | -3.3% |
| 6M | -11.9% | +2.8% | -14.7% | -15.3% |
| YTD | -20.6% | +3.3% | -23.8% | -24.1% |
| 1Y | -23.5% | +4.9% | -28.4% | -28.5% |
| 3Y | +14.9% | +19.0% | -4.1% | -0.1% |
| 5Y | -15.3% | +26.9% | -42.2% | -28.7% |
| All | +27.1% | +29.4% | -2.2% | -4.2% |
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 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