+141.4%
XLC vs AG
+191.2%
-49.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.4% |
| 7D | +0.6% | +4.5% | -3.9% | +0.2% |
| 30D | +0.2% | +12.9% | -12.6% | -0.8% |
| 3M | +0.6% | +20.9% | -20.3% | -1.2% |
| 6M | -4.5% | -19.5% | +15.0% | -3.7% |
| YTD | -4.7% | +24.8% | -29.5% | -7.8% |
| 1Y | -1.7% | +120.2% | -121.9% | -9.8% |
| 3Y | +72.3% | +279.0% | -206.7% | +46.7% |
| 5Y | +37.8% | +67.9% | -30.2% | +22.5% |
| All | +141.4% | +191.2% | -49.9% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling