+176.9%
XLE vs AGI
+388.4%
-211.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.4% |
| 7D | +0.5% | -5.4% | +5.8% | +0.8% |
| 30D | +6.6% | +6.6% | -0.1% | +6.0% |
| 3M | +12.3% | +8.2% | +4.1% | +11.3% |
| 6M | +18.4% | -29.3% | +47.7% | +20.7% |
| YTD | +47.2% | -7.4% | +54.6% | +46.4% |
| 1Y | +50.3% | +7.9% | +42.4% | +47.2% |
| 3Y | +55.3% | +206.2% | -150.9% | +37.8% |
| 5Y | +226.0% | +397.6% | -171.7% | +176.4% |
| All | +176.9% | +388.4% | -211.5% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling