+290.3%
XBI vs AR
-28.5%
+318.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.4% |
| 7D | +1.9% | +6.4% | -4.5% | +1.0% |
| 30D | +3.0% | +3.1% | -0.1% | +2.4% |
| 3M | -5.1% | +3.3% | -8.4% | -5.9% |
| 6M | +12.2% | +6.6% | +5.6% | +10.6% |
| YTD | +24.1% | +12.3% | +11.8% | +20.7% |
| 1Y | +33.1% | +12.3% | +20.7% | +29.3% |
| 3Y | +127.3% | +50.4% | +76.8% | +107.8% |
| 5Y | +20.2% | +101.0% | -80.7% | +1.9% |
| 10Y | +131.6% | +57.5% | +74.1% | +94.2% |
| All | +290.3% | -28.5% | +318.8% | +268.8% |
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