+83.1%
XBI vs AS
+114.1%
-31.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.6% |
| 7D | -0.9% | -2.6% | +1.7% | -0.5% |
| 30D | +2.9% | -22.1% | +25.0% | +7.5% |
| 3M | +26.2% | -15.3% | +41.5% | +29.5% |
| 6M | +30.7% | -15.6% | +46.3% | +33.9% |
| YTD | +32.9% | -23.2% | +56.1% | +37.9% |
| 1Y | +72.3% | -21.7% | +94.0% | +77.4% |
| All | +83.1% | +114.1% | -31.0% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling