+35.0%
XLB vs AGI
+392.7%
-357.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -2.9% | +2.2% | -5.2% | -3.3% |
| 30D | -3.4% | +11.3% | -14.6% | -5.3% |
| 3M | +1.6% | +5.6% | -4.0% | 0.0% |
| 6M | +3.6% | -27.7% | +31.3% | +8.4% |
| YTD | +14.2% | -4.1% | +18.3% | +13.1% |
| 1Y | +15.6% | +13.8% | +1.8% | +10.4% |
| 3Y | +33.1% | +217.0% | -183.9% | +1.3% |
| 5Y | +35.0% | +404.3% | -369.3% | -7.7% |
| All | +35.0% | +392.7% | -357.6% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling