+371.9%
XLF vs AGI
+5,453.2%
-5,081.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -1.0% | +2.2% | -3.3% | -1.1% |
| 30D | -1.3% | +11.3% | -12.6% | -1.6% |
| 3M | +9.1% | +5.6% | +3.5% | +8.9% |
| 6M | +14.4% | -27.7% | +42.0% | +15.2% |
| YTD | +5.1% | -4.1% | +9.2% | +4.8% |
| 1Y | +8.6% | +13.8% | -5.2% | +7.7% |
| 3Y | +74.4% | +217.0% | -142.6% | +67.3% |
| 5Y | +64.4% | +404.3% | -340.0% | +55.1% |
| 10Y | +251.6% | +400.5% | -148.9% | +226.6% |
| All | +371.9% | +5,453.2% | -5,081.3% | +320.1% |
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