+72.4%
XLI vs AG
+272.3%
-199.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.4% |
| 7D | +1.0% | +4.5% | -3.5% | +0.6% |
| 30D | -5.8% | +12.9% | -18.7% | -6.8% |
| 3M | +0.7% | +20.9% | -20.2% | -1.2% |
| 6M | +3.2% | -19.5% | +22.7% | +3.8% |
| YTD | +13.0% | +24.8% | -11.8% | +9.8% |
| 1Y | +16.8% | +120.2% | -103.5% | +8.3% |
| 3Y | +72.4% | +279.0% | -206.6% | +50.2% |
| All | +72.4% | +272.3% | -199.8% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling