+176.9%
XLE vs AGI
+388.9%
-212.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.4% |
| 7D | +0.5% | -5.3% | +5.7% | +0.8% |
| 30D | +6.6% | +6.8% | -0.2% | +6.0% |
| 3M | +12.3% | +8.3% | +4.0% | +11.3% |
| 6M | +18.4% | -29.2% | +47.6% | +20.7% |
| YTD | +47.2% | -7.3% | +54.5% | +46.4% |
| 1Y | +50.3% | +8.0% | +42.2% | +47.1% |
| 3Y | +55.3% | +206.6% | -151.3% | +37.8% |
| 5Y | +226.0% | +398.1% | -172.2% | +176.3% |
| All | +176.9% | +388.9% | -212.0% | +141.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling