+161.9%
XLE vs AGI
+260.0%
-98.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.6% | +2.1% |
| 7D | -0.2% | 0.0% | -0.2% | -0.3% |
| 30D | -4.0% | -7.6% | +3.6% | -3.5% |
| 3M | +4.6% | -10.2% | +14.8% | +5.2% |
| 6M | +12.3% | -31.5% | +43.8% | +15.9% |
| YTD | +44.5% | -22.0% | +66.5% | +44.6% |
| 1Y | +42.4% | -7.9% | +50.3% | +38.8% |
| 3Y | +67.0% | +137.6% | -70.5% | +30.9% |
| 5Y | +161.9% | +256.7% | -94.8% | +75.0% |
| All | +161.9% | +260.0% | -98.1% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling