-64.3%
XE vs ADVB
-68.8%
+4.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.9% | +4.2% | +11.7% | +15.9% |
| 7D | -4.6% | -13.9% | +9.3% | -4.7% |
| 30D | -27.5% | -68.1% | +40.6% | -29.2% |
| 3M | -49.9% | -73.4% | +23.5% | -51.0% |
| 6M | -67.2% | -70.8% | +3.6% | -73.0% |
| All | -64.3% | -68.8% | +4.5% | -68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling