-1.5%
XLC vs AG
+119.5%
-121.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.8% |
| 7D | -1.7% | -5.8% | +4.1% | -1.4% |
| 30D | +0.2% | +6.4% | -6.2% | -0.1% |
| 3M | +0.7% | +28.4% | -27.7% | -0.6% |
| 6M | -4.5% | -24.5% | +20.0% | -4.1% |
| YTD | -4.7% | +21.2% | -25.9% | -6.0% |
| 1Y | -1.5% | +114.1% | -115.6% | -5.6% |
| All | -1.5% | +119.5% | -121.0% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling