+16.9%
XLB vs AG
+125.2%
-108.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | -0.1% |
| 7D | -1.4% | +1.0% | -2.4% | -1.5% |
| 30D | -0.4% | +19.2% | -19.6% | -2.7% |
| 3M | +2.0% | +6.2% | -4.2% | +0.4% |
| 6M | +1.8% | -26.7% | +28.5% | +3.7% |
| YTD | +16.6% | +26.1% | -9.5% | +12.2% |
| 1Y | +16.9% | +131.7% | -114.7% | +6.5% |
| All | +16.9% | +125.2% | -108.3% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling