+128.1%
AA vs XHB
+217.9%
-89.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -0.6% |
| 7D | -0.6% | -1.9% | +1.3% | +0.9% |
| 30D | -1.6% | -8.3% | +6.8% | +6.1% |
| 3M | -29.8% | -7.1% | -22.7% | -25.7% |
| 6M | -16.6% | -5.3% | -11.4% | -14.8% |
| YTD | -4.0% | -3.2% | -0.8% | -4.8% |
| 1Y | +63.5% | -13.9% | +77.4% | +80.1% |
| 3Y | +86.8% | +24.9% | +61.8% | +42.2% |
| 5Y | +12.4% | +34.5% | -22.1% | -22.4% |
| All | +128.1% | +217.9% | -89.8% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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