+49.9%
XLE vs AGG
-0.5%
+50.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.5% | -5.2% | -3.9% |
| 7D | -7.2% | +0.5% | -7.7% | -6.3% |
| 30D | +0.1% | +2.4% | -2.3% | +4.6% |
| 3M | +9.2% | -1.0% | +10.2% | +6.7% |
| 6M | +8.4% | -0.9% | +9.3% | +6.5% |
| YTD | +44.9% | -0.9% | +45.8% | +41.3% |
| 1Y | +49.9% | -0.5% | +50.4% | +46.5% |
| All | +49.9% | -0.5% | +50.4% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling