+72.1%
XBI vs AS
+134.9%
-62.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -2.4% | +6.9% | -9.3% | -3.6% |
| 30D | +1.3% | +16.0% | -14.7% | -1.4% |
| 3M | -1.5% | -12.8% | +11.4% | +0.8% |
| 6M | +10.7% | -15.4% | +26.0% | +13.4% |
| YTD | +25.0% | -15.7% | +40.7% | +27.4% |
| 1Y | +39.9% | +6.1% | +33.8% | +36.5% |
| All | +72.1% | +134.9% | -62.7% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling