+591.7%
XEL vs AG
+439.9%
+151.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.6% |
| 7D | +1.3% | +4.5% | -3.2% | +1.1% |
| 30D | -1.5% | +12.9% | -14.4% | -2.2% |
| 3M | -0.2% | +20.9% | -21.2% | -1.4% |
| 6M | -5.4% | -19.5% | +14.1% | -5.0% |
| YTD | +5.6% | +24.8% | -19.1% | +3.4% |
| 1Y | +10.5% | +120.2% | -109.8% | +4.6% |
| 3Y | +49.2% | +279.0% | -229.8% | +34.9% |
| 5Y | +30.1% | +67.9% | -37.8% | +20.8% |
| 10Y | +146.7% | +57.5% | +89.2% | +119.7% |
| All | +591.7% | +439.9% | +151.8% | +363.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling