+227.7%
XLE vs AGG
-1.7%
+229.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.8% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +8.5% | -0.2% | +8.8% | +8.5% |
| 3M | +14.6% | -0.7% | +15.3% | +14.4% |
| 6M | +17.6% | -1.8% | +19.3% | +17.2% |
| YTD | +48.1% | -0.6% | +48.7% | +47.9% |
| 1Y | +53.8% | +0.4% | +53.4% | +53.8% |
| 3Y | +56.2% | +13.2% | +43.0% | +59.2% |
| 5Y | +227.7% | -2.0% | +229.7% | +189.2% |
| All | +227.7% | -1.7% | +229.5% | +189.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling