+64.3%
XLF vs AGI
+400.3%
-336.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -1.5% | -2.7% | +1.3% | -1.3% |
| 30D | -1.2% | +7.2% | -8.4% | -1.6% |
| 3M | +9.2% | +4.3% | +4.9% | +8.7% |
| 6M | +16.3% | -27.1% | +43.4% | +18.2% |
| YTD | +5.4% | -6.6% | +12.0% | +4.9% |
| 1Y | +7.6% | +9.5% | -1.9% | +5.6% |
| 3Y | +74.2% | +208.4% | -134.2% | +53.7% |
| All | +64.3% | +400.3% | -336.0% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling