+451.0%
AGI vs XHB
+163.2%
+287.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +2.2% | -1.9% | +4.1% | +2.6% |
| 30D | +11.3% | -8.3% | +19.6% | +13.2% |
| 3M | +5.6% | -7.1% | +12.8% | +7.2% |
| 6M | -27.7% | -5.3% | -22.4% | -26.8% |
| YTD | -4.1% | -3.2% | -0.9% | -3.3% |
| 1Y | +13.8% | -13.9% | +27.6% | +17.0% |
| 3Y | +217.0% | +24.9% | +192.1% | +200.5% |
| 5Y | +404.3% | +34.5% | +369.8% | +365.9% |
| 10Y | +400.5% | +215.5% | +185.1% | +288.9% |
| All | +451.0% | +163.2% | +287.7% | +351.1% |
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 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