+975.5%
XLE vs AGI
+5,459.2%
-4,483.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | +11.8% | +18.2% | -6.5% | +9.8% |
| 3M | +9.8% | -4.1% | +14.0% | +9.7% |
| 6M | +15.6% | -28.7% | +44.3% | +18.3% |
| YTD | +45.3% | -4.0% | +49.2% | +43.7% |
| 1Y | +48.3% | +17.4% | +30.9% | +43.3% |
| 3Y | +55.4% | +203.0% | -147.6% | +34.6% |
| 5Y | +216.1% | +376.7% | -160.6% | +158.7% |
| 10Y | +178.4% | +407.5% | -229.1% | +112.2% |
| All | +975.5% | +5,459.2% | -4,483.7% | +547.2% |
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 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