+149.9%
XLE vs AG
+12.9%
+137.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | -12.0% | +6.3% | -18.3% | -12.4% |
| 30D | -2.7% | -8.9% | +6.2% | -2.2% |
| 3M | +6.6% | -12.2% | +18.8% | +7.2% |
| 6M | +9.5% | -28.3% | +37.8% | +11.4% |
| YTD | +40.6% | -8.8% | +49.4% | +37.2% |
| 1Y | +43.6% | +39.4% | +4.2% | +33.2% |
| 3Y | +58.1% | +229.4% | -171.3% | +24.5% |
| All | +149.9% | +12.9% | +137.0% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling