+955.3%
XBI vs AA
-16.6%
+971.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | +7.1% | +5.0% | +2.1% | +5.7% |
| 3M | +22.9% | -35.8% | +58.7% | +35.4% |
| 6M | +29.7% | -18.4% | +48.1% | +33.4% |
| YTD | +34.5% | -5.5% | +40.0% | +32.5% |
| 1Y | +76.1% | +61.0% | +15.1% | +51.0% |
| 3Y | +103.2% | +66.2% | +37.0% | +63.6% |
| 5Y | +22.8% | +11.4% | +11.5% | +1.2% |
| 10Y | +176.3% | +116.9% | +59.4% | +61.4% |
| All | +955.3% | -16.6% | +971.9% | +539.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling