+1,221.2%
XEL vs AGI
+5,453.2%
-4,232.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +0.9% | +2.2% | -1.3% | +0.8% |
| 30D | -0.9% | +11.3% | -12.2% | -1.4% |
| 3M | -1.4% | +5.6% | -7.1% | -1.8% |
| 6M | -5.8% | -27.7% | +21.9% | -4.8% |
| YTD | +4.7% | -4.1% | +8.8% | +4.4% |
| 1Y | +9.1% | +13.8% | -4.7% | +7.8% |
| 3Y | +47.8% | +217.0% | -169.2% | +39.5% |
| 5Y | +29.0% | +404.3% | -375.3% | +19.0% |
| 10Y | +154.0% | +400.5% | -246.5% | +129.8% |
| All | +1,221.2% | +5,453.2% | -4,232.0% | +974.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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