+47.9%
XBI vs AUR
-17.4%
+65.3%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.4% | +7.1% | +3.3% |
| 7D | +1.0% | -19.8% | +20.9% | +4.3% |
| 30D | +1.9% | -29.0% | +30.9% | +7.0% |
| 3M | +4.8% | -43.6% | +48.3% | +13.4% |
| 6M | +19.3% | -36.6% | +55.9% | +24.7% |
| YTD | +30.6% | +6.3% | +24.4% | +21.4% |
| 1Y | +47.9% | -9.0% | +56.9% | +40.4% |
| All | +47.9% | -17.4% | +65.3% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling