+176.9%
XLE vs AGG
+14.3%
+162.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +0.5% | -0.9% | +1.4% | +0.4% |
| 30D | +6.6% | -1.0% | +7.5% | +6.5% |
| 3M | +12.3% | -1.3% | +13.6% | +12.2% |
| 6M | +18.4% | -2.1% | +20.5% | +18.3% |
| YTD | +47.2% | -1.2% | +48.5% | +47.1% |
| 1Y | +50.3% | -0.5% | +50.8% | +50.1% |
| 3Y | +55.3% | +12.4% | +42.9% | +54.4% |
| 5Y | +226.0% | -2.4% | +228.4% | +229.0% |
| All | +176.9% | +14.3% | +162.6% | +208.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling