+73.6%
XLC vs AG
+274.2%
-200.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.1% |
| 7D | -0.8% | +1.0% | -1.9% | -0.9% |
| 30D | +1.0% | +19.2% | -18.1% | -0.1% |
| 3M | -0.7% | +6.2% | -6.9% | -1.4% |
| 6M | -5.1% | -26.7% | +21.5% | -4.1% |
| YTD | -4.3% | +26.1% | -30.4% | -6.8% |
| 1Y | -0.6% | +131.7% | -132.2% | -7.8% |
| All | +73.6% | +274.2% | -200.6% | +51.0% |
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