-18.6%
AA vs XHB
+173.9%
-192.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.8% |
| 7D | -0.7% | -1.3% | +0.6% | +0.2% |
| 30D | +5.0% | -6.9% | +11.9% | +10.6% |
| 3M | -35.8% | -1.3% | -34.6% | -35.6% |
| 6M | -18.4% | -6.8% | -11.6% | -15.6% |
| YTD | -5.5% | +0.7% | -6.2% | -8.3% |
| 1Y | +61.0% | -11.2% | +72.2% | +71.3% |
| 3Y | +66.2% | +25.3% | +40.9% | +36.6% |
| 5Y | +11.4% | +37.3% | -25.9% | -15.4% |
| 10Y | +116.9% | +211.5% | -94.6% | -4.8% |
| All | -18.6% | +173.9% | -192.5% | -72.8% |
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