+19.9%
XBI vs AGI
+400.3%
-380.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -4.6% | -2.7% | -1.9% | -4.2% |
| 30D | -2.0% | +7.2% | -9.2% | -3.3% |
| 3M | +17.8% | +4.3% | +13.5% | +16.1% |
| 6M | +23.7% | -27.1% | +50.8% | +29.5% |
| YTD | +28.2% | -6.6% | +34.8% | +27.3% |
| 1Y | +64.0% | +9.5% | +54.4% | +57.0% |
| 3Y | +99.4% | +208.4% | -109.0% | +48.3% |
| All | +19.9% | +400.3% | -380.4% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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