+149.7%
XBI vs AA
+122.9%
+26.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.6% | -3.4% | -1.2% | -4.0% |
| 30D | -2.0% | -5.8% | +3.8% | -0.9% |
| 3M | +17.8% | -29.9% | +47.7% | +25.9% |
| 6M | +23.7% | -27.0% | +50.7% | +29.8% |
| YTD | +28.2% | -8.7% | +36.9% | +27.5% |
| 1Y | +64.0% | +50.6% | +13.3% | +45.3% |
| 3Y | +99.4% | +74.1% | +25.3% | +63.3% |
| 5Y | +19.3% | +2.6% | +16.7% | +2.9% |
| All | +149.7% | +122.9% | +26.8% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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