+635.6%
XEL vs AG
+284.3%
+351.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.3% |
| 7D | +0.7% | -4.0% | +4.8% | +0.9% |
| 30D | +9.3% | -13.1% | +22.4% | +10.0% |
| 3M | +5.3% | -22.0% | +27.3% | +6.3% |
| 6M | +2.2% | -37.3% | +39.5% | +4.0% |
| YTD | +12.3% | -11.2% | +23.5% | +11.7% |
| 1Y | +3.0% | +23.9% | -20.9% | +0.6% |
| 3Y | +51.6% | +225.1% | -173.6% | +38.0% |
| 5Y | +50.0% | +7.7% | +42.2% | +42.2% |
| 10Y | +183.8% | +86.9% | +96.9% | +150.4% |
| All | +635.6% | +284.3% | +351.3% | +400.6% |
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