+68.7%
XLC vs AGI
+214.4%
-145.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -1.4% | +2.2% | -3.6% | -1.6% |
| 30D | -0.9% | +11.3% | -12.2% | -1.8% |
| 3M | -0.3% | +5.6% | -6.0% | -0.9% |
| 6M | -5.2% | -27.7% | +22.5% | -3.3% |
| YTD | -5.3% | -4.1% | -1.2% | -5.7% |
| 1Y | -2.8% | +13.8% | -16.6% | -5.1% |
| All | +68.7% | +214.4% | -145.7% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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