+136.0%
XLC vs AG
+91.6%
+44.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.2% |
| 7D | +3.7% | -10.0% | +13.7% | +4.5% |
| 30D | -1.9% | -10.5% | +8.6% | -1.2% |
| 3M | -3.1% | -27.3% | +24.1% | -1.1% |
| 6M | -6.4% | -43.0% | +36.6% | -3.1% |
| YTD | -6.8% | -17.9% | +11.1% | -7.2% |
| 1Y | -1.7% | +11.9% | -13.6% | -4.7% |
| 3Y | +64.7% | +201.8% | -137.1% | +42.5% |
| 5Y | +41.1% | -0.1% | +41.2% | +30.1% |
| All | +136.0% | +91.6% | +44.4% | +103.6% |
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