+322.8%
XBI vs AR
-27.2%
+350.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | +0.9% | +2.5% | -1.6% | +0.5% |
| 30D | +7.1% | +14.8% | -7.7% | +5.0% |
| 3M | +22.9% | +6.2% | +16.7% | +21.6% |
| 6M | +29.7% | +4.3% | +25.4% | +28.2% |
| YTD | +34.5% | +14.4% | +20.1% | +30.9% |
| 1Y | +76.1% | +21.3% | +54.7% | +69.3% |
| 3Y | +103.2% | +39.8% | +63.4% | +88.1% |
| 5Y | +22.8% | +142.1% | -119.2% | +1.4% |
| 10Y | +176.3% | +52.0% | +124.2% | +134.0% |
| All | +322.8% | -27.2% | +350.0% | +299.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling