+149.7%
XBI vs ALB
+77.7%
+72.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.5% |
| 7D | -4.6% | -6.9% | +2.3% | -3.0% |
| 30D | -2.0% | -8.4% | +6.4% | -0.1% |
| 3M | +17.8% | -25.9% | +43.7% | +26.0% |
| 6M | +23.7% | -29.7% | +53.4% | +32.3% |
| YTD | +28.2% | -16.5% | +44.7% | +30.1% |
| 1Y | +64.0% | +58.7% | +5.3% | +37.7% |
| 3Y | +99.4% | -34.0% | +133.4% | +98.5% |
| 5Y | +19.3% | -48.3% | +67.6% | +22.0% |
| All | +149.7% | +77.7% | +72.0% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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