+66.5%
AG vs XHB
+210.4%
-143.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.5% | -3.7% |
| 7D | -5.8% | -5.2% | -0.6% | -3.3% |
| 30D | +6.4% | -12.1% | +18.5% | +13.4% |
| 3M | +28.4% | -6.2% | +34.6% | +32.5% |
| 6M | -24.5% | -6.7% | -17.8% | -21.6% |
| YTD | +21.2% | -5.5% | +26.6% | +25.3% |
| 1Y | +114.1% | -15.6% | +129.7% | +132.4% |
| 3Y | +268.0% | +22.0% | +246.1% | +232.7% |
| 5Y | +67.3% | +31.8% | +35.5% | +42.0% |
| All | +66.5% | +210.4% | -143.9% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling