+255.2%
AG vs XHB
+253.9%
+1.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -2.8% |
| 7D | -10.0% | -0.2% | -9.7% | -9.8% |
| 30D | -10.5% | +9.9% | -20.4% | -14.1% |
| 3M | -27.3% | -6.3% | -21.0% | -25.0% |
| 6M | -43.0% | +3.8% | -46.8% | -43.7% |
| YTD | -17.9% | +0.1% | -18.0% | -17.4% |
| 1Y | +11.9% | -0.8% | +12.7% | +13.1% |
| 3Y | +201.8% | +35.6% | +166.2% | +164.5% |
| 5Y | -0.1% | +29.6% | -29.6% | -12.5% |
| 10Y | +72.7% | +237.5% | -164.8% | -1.0% |
| All | +255.2% | +253.9% | +1.3% | +55.0% |
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