+61.0%
XLC vs AG
+219.8%
-158.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.3% |
| 7D | +4.9% | +6.3% | -1.4% | +4.5% |
| 30D | -5.8% | -8.9% | +3.1% | -5.4% |
| 3M | -5.4% | -12.2% | +6.8% | -5.0% |
| 6M | -10.2% | -28.3% | +18.1% | -9.0% |
| YTD | -10.2% | -8.8% | -1.3% | -11.1% |
| 1Y | -5.6% | +39.4% | -45.0% | -9.6% |
| 3Y | +61.0% | +229.4% | -168.4% | +39.0% |
| All | +61.0% | +219.8% | -158.8% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling