+30.5%
XEL vs AG
+64.4%
-33.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.8% | -0.8% |
| 7D | -1.2% | -5.8% | +4.6% | -0.9% |
| 30D | -2.9% | +6.4% | -9.3% | -3.3% |
| 3M | -2.7% | +28.4% | -31.1% | -4.2% |
| 6M | -6.5% | -24.5% | +17.9% | -5.7% |
| YTD | +3.6% | +21.2% | -17.6% | +1.5% |
| 1Y | +7.5% | +114.1% | -106.6% | +1.3% |
| 3Y | +46.3% | +268.0% | -221.7% | +29.2% |
| 5Y | +30.5% | +67.3% | -36.8% | +17.4% |
| All | +30.5% | +64.4% | -33.8% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 5y: compounded portfolio wealth divided by compounded AG 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…
5y analysis · Full analysis span regression · 6 months rolling