-2.6%
AGG vs XHB
+33.0%
-35.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3Y | +12.5% | +22.6% | -10.1% | +9.1% |
| All | -2.6% | +33.0% | -35.6% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling