+12.5%
AGG vs XHB
+23.1%
-10.6%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -1.1% | -4.6% | +3.6% | -0.7% |
| 30D | -1.1% | -9.1% | +8.0% | -0.4% |
| 3M | -1.9% | -8.6% | +6.6% | -1.3% |
| 6M | -1.7% | -4.0% | +2.3% | -1.5% |
| YTD | -1.3% | -3.9% | +2.6% | -1.2% |
| 1Y | -0.7% | -16.5% | +15.7% | +0.4% |
| 3Y | +12.5% | +22.6% | -10.1% | +6.2% |
| All | +12.5% | +23.1% | -10.6% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling