+986.5%
XLE vs AGI
+4,227.8%
-3,241.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +1.9% |
| 7D | +4.4% | -7.5% | +11.9% | +5.1% |
| 30D | -4.3% | -9.9% | +5.6% | -3.6% |
| 3M | +6.0% | -14.2% | +20.2% | +7.1% |
| 6M | +13.2% | -35.2% | +48.4% | +16.9% |
| YTD | +46.7% | -25.2% | +72.0% | +48.1% |
| 1Y | +46.6% | -14.3% | +60.9% | +45.9% |
| 3Y | +69.6% | +127.7% | -58.1% | +50.6% |
| 5Y | +166.5% | +243.4% | -76.9% | +124.6% |
| 10Y | +178.0% | +384.1% | -206.1% | +112.5% |
| All | +986.5% | +4,227.8% | -3,241.3% | +567.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling