+372.1%
XLB vs AG
+284.3%
+87.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.5% |
| 7D | -1.6% | -4.0% | +2.4% | -1.1% |
| 30D | +7.2% | -13.1% | +20.3% | +9.0% |
| 3M | 0.0% | -22.0% | +22.1% | +2.9% |
| 6M | +2.3% | -37.3% | +39.6% | +7.6% |
| YTD | +18.4% | -11.2% | +29.6% | +17.1% |
| 1Y | +23.3% | +23.9% | -0.6% | +16.2% |
| 3Y | +45.2% | +225.1% | -180.0% | +14.1% |
| 5Y | +31.0% | +7.7% | +23.2% | +15.3% |
| 10Y | +168.8% | +86.9% | +81.9% | +93.1% |
| All | +372.1% | +284.3% | +87.8% | +93.8% |
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 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