+54.6%
XLE vs AG
+260.2%
-205.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | +2.2% | +1.0% | +1.2% | +2.2% |
| 30D | +11.8% | +19.2% | -7.4% | +11.0% |
| 3M | +9.8% | +6.2% | +3.7% | +9.5% |
| 6M | +15.6% | -26.7% | +42.3% | +17.3% |
| YTD | +45.3% | +26.1% | +19.1% | +41.5% |
| 1Y | +48.3% | +131.7% | -83.3% | +37.1% |
| All | +54.6% | +260.2% | -205.6% | +34.6% |
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