+25.6%
XYL vs JAAA
+29.3%
-3.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.2% |
| 7D | -5.0% | +0.2% | -5.2% | -5.3% |
| 30D | -13.2% | +0.5% | -13.7% | -13.9% |
| 3M | -3.7% | +1.3% | -5.0% | -5.4% |
| 6M | -17.7% | +2.7% | -20.4% | -20.7% |
| YTD | -21.5% | +3.2% | -24.7% | -24.9% |
| 1Y | -24.5% | +4.9% | -29.4% | -29.4% |
| 3Y | +6.9% | +19.0% | -12.1% | -6.9% |
| 5Y | -18.1% | +26.8% | -44.9% | -31.0% |
| All | +25.6% | +29.3% | -3.6% | -5.3% |
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