+20.8%
XBI vs ALLY
-1.1%
+21.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | -3.6% | -1.9% | -1.7% | -2.9% |
| 30D | +0.9% | -4.5% | +5.3% | +2.5% |
| 3M | +21.4% | -2.8% | +24.3% | +22.3% |
| 6M | +25.5% | +10.3% | +15.2% | +20.3% |
| YTD | +30.8% | -5.7% | +36.5% | +32.5% |
| 1Y | +68.6% | +3.9% | +64.6% | +63.7% |
| 3Y | +103.9% | +64.7% | +39.2% | +60.3% |
| 5Y | +20.8% | -2.6% | +23.3% | +11.2% |
| All | +20.8% | -1.1% | +21.9% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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