+930.2%
XBI vs AG
+439.9%
+490.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -0.9% | +4.5% | -5.4% | -1.4% |
| 30D | +2.9% | +12.9% | -10.0% | +1.6% |
| 3M | +26.2% | +20.9% | +5.3% | +23.3% |
| 6M | +30.7% | -19.5% | +50.2% | +32.4% |
| YTD | +32.9% | +24.8% | +8.1% | +27.9% |
| 1Y | +72.3% | +120.2% | -48.0% | +55.2% |
| 3Y | +107.2% | +279.0% | -171.8% | +71.2% |
| 5Y | +23.2% | +67.9% | -44.8% | +7.8% |
| 10Y | +158.5% | +57.5% | +101.0% | +112.0% |
| All | +930.2% | +439.9% | +490.3% | +488.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling