-33.0%
AA vs XHB
+175.0%
-208.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | +1.1% | -4.1% | +5.2% | +4.4% |
| 30D | -1.3% | +9.6% | -10.9% | -8.1% |
| 3M | -23.9% | -6.0% | -17.9% | -20.9% |
| 6M | -36.8% | +2.2% | -39.0% | -38.6% |
| YTD | -22.2% | +1.1% | -23.3% | -25.1% |
| 1Y | +10.4% | -1.7% | +12.1% | +8.4% |
| 3Y | +72.0% | +36.5% | +35.6% | +31.9% |
| 5Y | -15.6% | +33.5% | -49.1% | -35.0% |
| 10Y | +47.8% | +240.9% | -193.1% | -39.2% |
| All | -33.0% | +175.0% | -208.0% | -77.8% |
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