+15.6%
XLB vs AG
+124.1%
-108.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.9% |
| 3M | +1.6% | +28.2% | -26.6% | -2.0% |
| 6M | +3.6% | -18.8% | +22.5% | +4.4% |
| YTD | +14.2% | +27.4% | -13.1% | +9.9% |
| 1Y | +15.6% | +132.2% | -116.6% | +6.0% |
| All | +15.6% | +124.1% | -108.5% | +6.0% |
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