+164.2%
XLB vs AGI
+389.5%
-225.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +0.5% | -10.1% | +10.7% | +1.6% |
| 30D | +5.2% | -6.5% | +11.7% | +5.7% |
| 3M | +0.3% | -12.8% | +13.1% | +1.4% |
| 6M | +1.2% | -34.3% | +35.5% | +4.9% |
| YTD | +16.6% | -25.6% | +42.3% | +18.9% |
| 1Y | +21.4% | -14.2% | +35.7% | +22.1% |
| 3Y | +43.2% | +127.3% | -84.1% | +30.5% |
| 5Y | +28.0% | +241.8% | -213.7% | +11.8% |
| All | +164.2% | +389.5% | -225.4% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling