+906.3%
XBI vs AGG
+83.5%
+822.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.6% | -1.1% | -3.6% | -4.3% |
| 30D | -2.0% | -1.1% | -0.9% | -1.6% |
| 3M | +17.8% | -1.9% | +19.7% | +18.5% |
| 6M | +23.7% | -1.7% | +25.4% | +24.5% |
| YTD | +28.2% | -1.3% | +29.5% | +28.9% |
| 1Y | +64.0% | -0.7% | +64.7% | +64.6% |
| 3Y | +99.4% | +12.5% | +86.9% | +94.8% |
| 5Y | +19.3% | -2.5% | +21.8% | +13.9% |
| 10Y | +158.7% | +14.2% | +144.5% | +162.2% |
| All | +906.3% | +83.5% | +822.8% | +819.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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