+142.5%
XLC vs AG
+194.3%
-51.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | -0.8% | +1.0% | -1.9% | -0.9% |
| 30D | +1.0% | +19.2% | -18.1% | -0.4% |
| 3M | -0.7% | +6.2% | -6.9% | -1.6% |
| 6M | -5.1% | -26.7% | +21.5% | -3.7% |
| YTD | -4.3% | +26.1% | -30.4% | -7.5% |
| 1Y | -0.6% | +131.7% | -132.2% | -9.2% |
| 3Y | +72.7% | +255.3% | -182.6% | +47.9% |
| 5Y | +38.0% | +61.9% | -23.9% | +23.0% |
| All | +142.5% | +194.3% | -51.9% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling