+296.3%
XLE vs AG
+445.6%
-149.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | +2.2% | +1.0% | +1.2% | +2.0% |
| 30D | +11.8% | +19.2% | -7.4% | +8.8% |
| 3M | +9.8% | +6.2% | +3.7% | +7.8% |
| 6M | +15.6% | -26.7% | +42.3% | +18.1% |
| YTD | +45.3% | +26.1% | +19.1% | +35.7% |
| 1Y | +48.3% | +131.7% | -83.3% | +24.9% |
| 3Y | +55.4% | +255.3% | -199.9% | +16.5% |
| 5Y | +216.1% | +61.9% | +154.2% | +157.1% |
| 10Y | +178.4% | +72.0% | +106.4% | +95.7% |
| All | +296.3% | +445.6% | -149.4% | +43.7% |
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