+36.0%
XLB vs AG
+274.2%
-238.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | -0.1% |
| 7D | -1.4% | +1.0% | -2.4% | -1.5% |
| 30D | -0.4% | +19.2% | -19.6% | -2.5% |
| 3M | +2.0% | +6.2% | -4.2% | +0.6% |
| 6M | +1.8% | -26.7% | +28.5% | +3.9% |
| YTD | +16.6% | +26.1% | -9.5% | +11.8% |
| 1Y | +16.9% | +131.7% | -114.7% | +4.5% |
| All | +36.0% | +274.2% | -238.3% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling