-43.0%
AG vs XHB
+3.1%
-46.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -3.1% |
| 7D | -10.0% | -0.2% | -9.7% | -9.6% |
| 30D | -10.5% | +9.9% | -20.4% | -18.1% |
| 3M | -27.3% | -6.3% | -21.0% | -22.5% |
| 6M | -43.0% | +3.8% | -46.8% | -49.1% |
| All | -43.0% | +3.1% | -46.1% | -49.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling