+287.1%
XLE vs AG
+288.7%
-1.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +1.2% |
| 7D | -6.7% | +6.0% | -12.7% | -7.6% |
| 30D | -4.4% | -13.5% | +9.1% | -2.9% |
| 3M | +4.0% | -20.7% | +24.7% | +6.4% |
| 6M | +13.2% | -31.5% | +44.7% | +16.8% |
| YTD | +41.9% | -10.1% | +52.0% | +38.0% |
| 1Y | +41.6% | +26.0% | +15.6% | +30.5% |
| 3Y | +64.0% | +228.9% | -164.9% | +23.7% |
| 5Y | +158.1% | +8.7% | +149.4% | +120.9% |
| 10Y | +163.9% | +71.9% | +92.1% | +83.6% |
| All | +287.1% | +288.7% | -1.6% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling