+19.1%
AA vs XHB
+37.2%
-18.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +6.0% | +5.3% |
| 7D | +1.7% | +0.2% | +1.5% | +1.4% |
| 30D | +3.3% | -9.1% | +12.4% | +10.7% |
| 3M | -29.4% | -2.3% | -27.1% | -28.8% |
| 6M | -12.8% | -4.1% | -8.7% | -11.7% |
| YTD | -2.1% | -1.7% | -0.4% | -3.7% |
| 1Y | +62.8% | -15.1% | +77.9% | +80.2% |
| 3Y | +90.5% | +26.8% | +63.6% | +49.9% |
| 5Y | +19.1% | +37.3% | -18.3% | -20.4% |
| All | +19.1% | +37.2% | -18.1% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling