+386.4%
XBI vs ALM
+7,705.7%
-7,319.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | +0.9% | -2.6% | +3.5% | +0.9% |
| 30D | +7.1% | +32.0% | -24.9% | +6.9% |
| 3M | +22.9% | -15.0% | +37.9% | +22.9% |
| 6M | +29.7% | -10.1% | +39.8% | +29.6% |
| YTD | +34.5% | +99.4% | -65.0% | +33.9% |
| 1Y | +76.1% | +316.4% | -240.3% | +74.7% |
| 3Y | +103.2% | +2,022.0% | -1,918.8% | +99.9% |
| 5Y | +22.8% | +941.2% | -918.3% | +21.0% |
| 10Y | +176.3% | +2,950.3% | -2,774.1% | +170.3% |
| All | +386.4% | +7,705.7% | -7,319.3% | +367.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling