+149.7%
XBI vs AJG
+473.1%
-323.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -4.6% | -8.3% | +3.6% | -1.1% |
| 30D | -2.0% | -5.7% | +3.7% | +0.3% |
| 3M | +17.8% | +9.1% | +8.7% | +12.2% |
| 6M | +23.7% | +15.2% | +8.5% | +14.1% |
| YTD | +28.2% | -6.3% | +34.5% | +29.2% |
| 1Y | +64.0% | -19.1% | +83.1% | +77.0% |
| 3Y | +99.4% | +8.2% | +91.2% | +77.4% |
| 5Y | +19.3% | +75.6% | -56.3% | -20.9% |
| All | +149.7% | +473.1% | -323.4% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 10y: compounded portfolio wealth divided by compounded AJG 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…
10y analysis · Full analysis span regression · 6 months rolling