+29.0%
XLB vs AG
+12.9%
+16.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | -1.5% | +6.3% | -7.8% | -2.3% |
| 30D | +6.1% | -8.9% | +15.0% | +7.1% |
| 3M | 0.0% | -12.2% | +12.2% | +1.2% |
| 6M | 0.0% | -28.3% | +28.3% | +3.1% |
| YTD | +16.0% | -8.8% | +24.8% | +14.6% |
| 1Y | +24.7% | +39.4% | -14.6% | +16.4% |
| 3Y | +40.4% | +229.4% | -189.1% | +10.5% |
| All | +29.0% | +12.9% | +16.1% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling