+24.2%
XLB vs AG
+24.7%
-0.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.7% | +0.7% |
| 7D | +0.5% | +6.0% | -5.5% | -0.4% |
| 30D | +6.9% | -13.5% | +20.5% | +8.8% |
| 3M | -0.2% | -20.7% | +20.5% | +2.5% |
| 6M | +3.3% | -31.5% | +34.8% | +7.3% |
| YTD | +18.0% | -10.1% | +28.2% | +17.4% |
| 1Y | +24.2% | +26.0% | -1.8% | +18.6% |
| All | +24.2% | +24.7% | -0.5% | +18.6% |
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 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