+371.4%
XLB vs AG
+312.9%
+58.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +1.3% |
| 7D | -1.4% | +10.8% | -12.2% | -2.7% |
| 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% | +6.7% |
| YTD | +18.2% | -4.6% | +22.8% | +15.8% |
| 1Y | +25.6% | +39.4% | -13.8% | +16.5% |
| 3Y | +46.7% | +244.1% | -197.4% | +14.4% |
| 5Y | +30.9% | +16.8% | +14.1% | +14.0% |
| 10Y | +167.7% | +71.7% | +96.1% | +95.0% |
| All | +371.4% | +312.9% | +58.5% | +91.7% |
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