+369.5%
ALAB vs XBI
+68.1%
+301.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.7% |
| 7D | -6.2% | -4.6% | -1.5% | -2.1% |
| 30D | -8.7% | -2.0% | -6.6% | -7.9% |
| 3M | -20.7% | +17.8% | -38.5% | -32.2% |
| 6M | +133.5% | +23.7% | +109.8% | +90.8% |
| YTD | +75.1% | +28.2% | +46.8% | +39.2% |
| 1Y | +25.0% | +64.0% | -38.9% | -18.5% |
| All | +369.5% | +68.1% | +301.4% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 10y: compounded portfolio wealth divided by compounded XBI 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…
10y analysis · Full analysis span regression · 6 months rolling