+167.2%
XLE vs AG
+89.9%
+77.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.2% |
| 7D | -12.0% | +6.3% | -18.3% | -12.5% |
| 30D | -2.7% | -8.9% | +6.2% | -2.1% |
| 3M | +6.6% | -12.2% | +18.8% | +7.2% |
| 6M | +9.5% | -28.3% | +37.8% | +11.5% |
| YTD | +40.6% | -8.8% | +49.4% | +37.5% |
| 1Y | +43.6% | +39.4% | +4.2% | +33.9% |
| 3Y | +58.1% | +229.4% | -171.3% | +28.4% |
| 5Y | +152.2% | +14.5% | +137.6% | +123.9% |
| All | +167.2% | +89.9% | +77.3% | +109.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling