-35.1%
AA vs XHB
+172.3%
-207.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.3% |
| 7D | +0.5% | -0.2% | +0.7% | +0.8% |
| 30D | -0.6% | +9.9% | -10.5% | -7.7% |
| 3M | -19.7% | -6.3% | -13.4% | -16.3% |
| 6M | -41.6% | +3.8% | -45.4% | -43.9% |
| YTD | -24.6% | +0.1% | -24.8% | -26.9% |
| 1Y | +4.9% | -0.8% | +5.7% | +2.2% |
| 3Y | +66.8% | +35.6% | +31.2% | +28.5% |
| 5Y | -19.4% | +29.6% | -49.0% | -36.5% |
| 10Y | +43.1% | +237.5% | -194.4% | -40.7% |
| All | -35.1% | +172.3% | -207.4% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling