+17.4%
AGI vs XHB
-9.3%
+26.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.4% |
| 7D | +0.6% | -1.3% | +1.9% | +1.3% |
| 30D | +18.2% | -6.9% | +25.1% | +22.8% |
| 3M | -4.1% | -1.3% | -2.9% | -3.5% |
| 6M | -28.7% | -6.8% | -21.9% | -27.7% |
| YTD | -4.0% | +0.7% | -4.7% | -2.8% |
| 1Y | +17.4% | -11.2% | +28.7% | +19.1% |
| All | +17.4% | -9.3% | +26.7% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling