+109.8%
AAPL vs XHB
+34.8%
+75.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.4% |
| 7D | -3.0% | -1.9% | -1.0% | -2.1% |
| 30D | +2.3% | -8.3% | +10.6% | +6.4% |
| 3M | +8.6% | -7.1% | +15.8% | +11.7% |
| 6M | +21.6% | -5.3% | +26.8% | +23.0% |
| YTD | +16.3% | -3.2% | +19.5% | +15.8% |
| 1Y | +35.1% | -13.9% | +48.9% | +42.4% |
| 3Y | +79.4% | +24.9% | +54.5% | +46.5% |
| 5Y | +109.8% | +34.5% | +75.3% | +56.3% |
| All | +109.8% | +34.8% | +75.0% | +56.3% |
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