+39.3%
XLC vs AGI
+389.1%
-349.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.9% |
| 7D | -1.7% | -5.4% | +3.7% | -1.1% |
| 30D | +0.2% | +6.6% | -6.4% | -0.5% |
| 3M | +0.7% | +8.2% | -7.5% | -0.4% |
| 6M | -4.5% | -29.3% | +24.8% | -1.7% |
| YTD | -4.7% | -7.4% | +2.6% | -5.2% |
| 1Y | -1.5% | +7.9% | -9.4% | -4.1% |
| 3Y | +72.2% | +206.2% | -134.0% | +43.7% |
| 5Y | +39.3% | +397.6% | -358.3% | +9.2% |
| All | +39.3% | +389.1% | -349.7% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling