+8.6%
XLF vs AG
+119.5%
-110.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.5% | -0.2% |
| 7D | -2.9% | -5.8% | +2.9% | -2.7% |
| 30D | -1.6% | +6.4% | -8.0% | -1.9% |
| 3M | +9.3% | +28.4% | -19.1% | +8.1% |
| 6M | +14.6% | -24.5% | +39.0% | +15.2% |
| YTD | +4.7% | +21.2% | -16.5% | +2.7% |
| 1Y | +8.6% | +114.1% | -105.5% | +4.0% |
| All | +8.6% | +119.5% | -110.8% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling