+149.7%
XBI vs ALM
+2,589.2%
-2,439.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.1% |
| 7D | -4.6% | -11.8% | +7.2% | -4.2% |
| 30D | -2.0% | +7.8% | -9.8% | -2.4% |
| 3M | +17.8% | -9.3% | +27.0% | +17.8% |
| 6M | +23.7% | -30.5% | +54.2% | +24.5% |
| YTD | +28.2% | +75.8% | -47.6% | +24.2% |
| 1Y | +64.0% | +241.2% | -177.2% | +54.3% |
| 3Y | +99.4% | +1,872.6% | -1,773.2% | +71.1% |
| 5Y | +19.3% | +849.6% | -830.2% | +4.0% |
| All | +149.7% | +2,589.2% | -2,439.5% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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