+24.4%
XLB vs AG
+32.5%
-8.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +1.2% |
| 7D | -1.4% | +10.8% | -12.2% | -2.8% |
| 30D | +7.1% | -8.2% | +15.3% | +8.1% |
| 3M | +0.6% | -13.7% | +14.3% | +2.1% |
| 6M | +3.5% | -27.3% | +30.8% | +6.6% |
| YTD | +18.2% | -4.6% | +22.8% | +16.7% |
| All | +24.4% | +32.5% | -8.1% | +17.8% |
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