+164.5%
XLB vs AG
+64.8%
+99.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.1% | -1.3% |
| 7D | -2.9% | -0.1% | -2.9% | -2.9% |
| 30D | -3.4% | +12.5% | -15.8% | -4.7% |
| 3M | +1.6% | +28.2% | -26.6% | -1.5% |
| 6M | +3.6% | -18.8% | +22.5% | +4.8% |
| YTD | +14.2% | +27.4% | -13.1% | +9.5% |
| 1Y | +15.6% | +132.2% | -116.6% | +3.2% |
| 3Y | +33.1% | +286.9% | -253.8% | +8.9% |
| 5Y | +35.1% | +72.8% | -37.7% | +16.6% |
| 10Y | +164.5% | +74.6% | +89.9% | +115.5% |
| All | +164.5% | +64.8% | +99.7% | +115.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling