-65.6%
XE vs ADVB
-66.9%
+1.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.5% | -3.9% | -8.5% |
| 7D | -12.9% | -29.5% | +16.6% | -13.4% |
| 30D | -30.3% | -66.9% | +36.6% | -31.9% |
| 3M | -45.9% | -73.7% | +27.8% | -47.1% |
| 6M | -66.2% | -64.8% | -1.5% | -70.6% |
| All | -65.6% | -66.9% | +1.3% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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