+27.7%
XBI vs AUR
-35.7%
+63.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -4.6% | +1.4% | -6.1% | -4.9% |
| 30D | -2.0% | -6.4% | +4.4% | -1.3% |
| 3M | +17.8% | +7.7% | +10.1% | +15.6% |
| 6M | +23.7% | +44.5% | -20.8% | +15.0% |
| YTD | +28.2% | +67.4% | -39.2% | +16.2% |
| 1Y | +64.0% | +15.4% | +48.5% | +56.1% |
| 3Y | +99.4% | +94.8% | +4.6% | +54.5% |
| 5Y | +19.3% | -35.1% | +54.5% | -3.0% |
| All | +27.7% | -35.7% | +63.4% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling