+64.4%
XLF vs AG
+69.4%
-5.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -1.3% | +12.5% | -13.7% | -2.0% |
| 3M | +9.1% | +28.2% | -19.0% | +7.3% |
| 6M | +14.4% | -18.8% | +33.2% | +15.0% |
| YTD | +5.1% | +27.4% | -22.3% | +2.2% |
| 1Y | +8.6% | +132.2% | -123.5% | +1.0% |
| 3Y | +74.4% | +286.9% | -212.4% | +52.1% |
| 5Y | +64.4% | +72.8% | -8.4% | +50.5% |
| All | +64.4% | +69.4% | -5.0% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling