+1.8%
AA vs XHB
-3.6%
+5.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.8% |
| 7D | +5.3% | -2.4% | +7.7% | +6.3% |
| 30D | -2.3% | +7.1% | -9.3% | -4.5% |
| 3M | -20.8% | -6.0% | -14.9% | -18.8% |
| 6M | -39.8% | +2.1% | -41.9% | -39.6% |
| YTD | -23.3% | -0.6% | -22.7% | -24.1% |
| 1Y | +1.8% | -3.3% | +5.1% | +2.7% |
| All | +1.8% | -3.6% | +5.4% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling