+159.8%
XLB vs AGI
+392.3%
-232.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -2.8% | -2.7% | -0.1% | -2.6% |
| 30D | -3.1% | +7.2% | -10.3% | -3.9% |
| 3M | -0.2% | +4.3% | -4.4% | -0.9% |
| 6M | +3.1% | -27.1% | +30.2% | +5.6% |
| YTD | +13.3% | -6.6% | +19.9% | +13.1% |
| 1Y | +12.0% | +9.5% | +2.5% | +9.9% |
| 3Y | +31.4% | +208.4% | -177.0% | +16.5% |
| 5Y | +33.9% | +401.6% | -367.7% | +13.6% |
| All | +159.8% | +392.3% | -232.5% | +121.0% |
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