+208.4%
AGI vs XHB
+23.1%
+185.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | -2.7% | -4.6% | +1.9% | -1.3% |
| 30D | +7.2% | -9.1% | +16.4% | +10.3% |
| 3M | +4.3% | -8.6% | +12.8% | +7.1% |
| 6M | -27.1% | -4.0% | -23.1% | -26.1% |
| YTD | -6.6% | -3.9% | -2.7% | -5.1% |
| 1Y | +9.5% | -16.5% | +26.0% | +13.6% |
| 3Y | +208.4% | +22.6% | +185.9% | +183.4% |
| All | +208.4% | +23.1% | +185.4% | +183.4% |
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