+20.8%
XBI vs AR
+148.2%
-127.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.6% | -1.2% | -2.4% | -3.5% |
| 30D | +0.9% | +5.5% | -4.7% | +0.2% |
| 3M | +21.4% | +12.9% | +8.6% | +19.4% |
| 6M | +25.5% | +0.1% | +25.4% | +24.8% |
| YTD | +30.8% | +13.5% | +17.3% | +27.6% |
| 1Y | +68.6% | +21.6% | +47.0% | +62.3% |
| 3Y | +103.9% | +46.0% | +58.0% | +88.0% |
| 5Y | +20.8% | +143.7% | -123.0% | +0.6% |
| All | +20.8% | +148.2% | -127.5% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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