+19.8%
XBI vs AG
+64.4%
-44.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.8% |
| 7D | -4.6% | -5.8% | +1.2% | -3.7% |
| 30D | -0.8% | +6.4% | -7.2% | -1.9% |
| 3M | +21.8% | +28.4% | -6.5% | +16.4% |
| 6M | +23.2% | -24.5% | +47.6% | +26.7% |
| YTD | +28.7% | +21.2% | +7.6% | +21.4% |
| 1Y | +67.8% | +114.1% | -46.3% | +41.8% |
| 3Y | +100.6% | +268.0% | -167.4% | +42.7% |
| 5Y | +19.8% | +67.3% | -47.5% | -3.0% |
| All | +19.8% | +64.4% | -44.6% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 5y: compounded portfolio wealth divided by compounded AG 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…
5y analysis · Full analysis span regression · 6 months rolling