+71.6%
XLI vs AG
+227.5%
-155.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.4% |
| 7D | -1.5% | +6.0% | -7.5% | -2.0% |
| 30D | -0.3% | -13.5% | +13.2% | +0.8% |
| 3M | -8.4% | -20.7% | +12.3% | -6.9% |
| 6M | -2.1% | -31.5% | +29.5% | +0.2% |
| YTD | +9.6% | -10.1% | +19.8% | +9.0% |
| 1Y | +10.7% | +26.0% | -15.3% | +7.0% |
| 3Y | +71.6% | +228.9% | -157.3% | +47.3% |
| All | +71.6% | +227.5% | -155.9% | +47.3% |
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 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