+288.6%
XBI vs AR
-28.5%
+317.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.1% | +7.4% | -8.5% | -2.0% |
| 30D | +2.6% | +5.8% | -3.2% | +1.7% |
| 3M | -4.0% | +5.2% | -9.2% | -5.0% |
| 6M | +10.9% | +5.4% | +5.5% | +9.5% |
| YTD | +23.6% | +12.4% | +11.2% | +20.2% |
| 1Y | +35.1% | +12.8% | +22.3% | +31.2% |
| 3Y | +125.2% | +47.2% | +78.0% | +106.5% |
| 5Y | +19.7% | +101.1% | -81.4% | +1.4% |
| 10Y | +130.6% | +57.6% | +73.0% | +93.4% |
| All | +288.6% | -28.5% | +317.0% | +267.1% |
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