+760.5%
XLB vs AGI
+5,459.2%
-4,698.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | -0.4% | +18.2% | -18.6% | -2.1% |
| 3M | +2.0% | -4.1% | +6.1% | +2.1% |
| 6M | +1.8% | -28.7% | +30.5% | +4.6% |
| YTD | +16.6% | -4.0% | +20.6% | +16.0% |
| 1Y | +16.9% | +17.4% | -0.5% | +13.9% |
| 3Y | +32.6% | +203.0% | -170.5% | +17.0% |
| 5Y | +35.6% | +376.7% | -341.0% | +13.7% |
| 10Y | +160.0% | +407.5% | -247.5% | +104.6% |
| All | +760.5% | +5,459.2% | -4,698.7% | +456.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling