+364.8%
XLB vs AG
+445.6%
-80.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | -0.1% |
| 7D | -1.4% | +1.0% | -2.4% | -1.6% |
| 30D | -0.4% | +19.2% | -19.6% | -2.9% |
| 3M | +2.0% | +6.2% | -4.2% | +0.4% |
| 6M | +1.8% | -26.7% | +28.5% | +4.7% |
| YTD | +16.6% | +26.1% | -9.5% | +10.4% |
| 1Y | +16.9% | +131.7% | -114.7% | +0.8% |
| 3Y | +32.6% | +255.3% | -222.8% | +2.9% |
| 5Y | +35.6% | +61.9% | -26.3% | +13.2% |
| 10Y | +160.0% | +72.0% | +88.0% | +89.8% |
| All | +364.8% | +445.6% | -80.8% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling