+164.2%
XLB vs AG
+76.0%
+88.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.1% |
| 7D | +0.5% | -10.0% | +10.5% | +1.7% |
| 30D | +5.2% | -10.5% | +15.6% | +6.3% |
| 3M | +0.3% | -27.3% | +27.6% | +3.4% |
| 6M | +1.2% | -43.0% | +44.1% | +6.4% |
| YTD | +16.6% | -17.9% | +34.6% | +16.8% |
| 1Y | +21.4% | +11.9% | +9.5% | +17.5% |
| 3Y | +43.2% | +201.8% | -158.6% | +20.3% |
| 5Y | +28.0% | -0.1% | +28.1% | +16.6% |
| All | +164.2% | +76.0% | +88.1% | +117.1% |
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