+253.9%
XLI vs AG
+68.4%
+185.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.3% |
| 7D | -1.7% | -6.7% | +5.1% | -1.2% |
| 30D | -7.3% | +2.2% | -9.4% | -7.5% |
| 3M | -1.3% | +15.7% | -17.0% | -2.7% |
| 6M | +2.2% | -23.8% | +26.0% | +3.4% |
| YTD | +11.7% | +17.6% | -5.9% | +9.1% |
| 1Y | +14.3% | +88.6% | -74.4% | +7.5% |
| 3Y | +70.3% | +253.4% | -183.1% | +49.9% |
| 5Y | +82.3% | +62.4% | +19.9% | +65.5% |
| All | +253.9% | +68.4% | +185.5% | +211.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling