+48.3%
XLE vs AGI
+17.6%
+30.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.9% |
| 7D | +2.2% | +0.6% | +1.6% | +2.2% |
| 30D | +11.8% | +18.2% | -6.5% | +12.5% |
| 3M | +9.8% | -4.1% | +14.0% | +10.3% |
| 6M | +15.6% | -28.7% | +44.3% | +17.2% |
| YTD | +45.3% | -4.0% | +49.2% | +44.7% |
| 1Y | +48.3% | +17.4% | +30.9% | +49.1% |
| All | +48.3% | +17.6% | +30.7% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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