+100.2%
XBI vs ALM
+1,934.4%
-1,834.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.6% | +8.0% | -1.1% |
| 7D | -4.6% | -7.1% | +2.5% | -4.2% |
| 30D | -0.8% | +24.7% | -25.5% | -2.1% |
| 3M | +21.8% | +8.3% | +13.5% | +20.6% |
| 6M | +23.2% | -22.2% | +45.4% | +23.3% |
| YTD | +28.7% | +88.1% | -59.3% | +24.1% |
| 1Y | +67.8% | +272.4% | -204.6% | +57.0% |
| All | +100.2% | +1,934.4% | -1,834.2% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling