+248.8%
XLF vs AGI
+392.3%
-143.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | -1.5% | -2.7% | +1.3% | -1.4% |
| 30D | -1.2% | +7.2% | -8.4% | -1.3% |
| 3M | +9.2% | +4.3% | +4.9% | +9.1% |
| 6M | +16.3% | -27.1% | +43.4% | +16.7% |
| YTD | +5.4% | -6.6% | +12.0% | +5.4% |
| 1Y | +7.6% | +9.5% | -1.9% | +7.3% |
| 3Y | +74.2% | +208.4% | -134.2% | +71.3% |
| 5Y | +66.1% | +401.6% | -335.5% | +63.1% |
| All | +248.8% | +392.3% | -143.5% | +256.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling