+445.6%
AG vs XHB
+256.0%
+189.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.4% |
| 7D | +1.0% | -1.3% | +2.3% | +1.6% |
| 30D | +19.2% | -6.9% | +26.1% | +22.9% |
| 3M | +6.2% | -1.3% | +7.4% | +6.8% |
| 6M | -26.7% | -6.8% | -19.9% | -24.2% |
| YTD | +26.1% | +0.7% | +25.4% | +26.4% |
| 1Y | +131.7% | -11.2% | +142.9% | +144.2% |
| 3Y | +255.3% | +25.3% | +230.0% | +220.3% |
| 5Y | +61.9% | +37.3% | +24.6% | +38.2% |
| 10Y | +72.0% | +211.5% | -139.5% | +1.6% |
| All | +445.6% | +256.0% | +189.7% | +137.2% |
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 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