+80.9%
XLI vs AG
+69.4%
+11.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.7% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -6.9% | +12.5% | -19.4% | -8.0% |
| 3M | -1.9% | +28.2% | -30.1% | -4.5% |
| 6M | +1.0% | -18.8% | +19.9% | +1.8% |
| YTD | +11.3% | +27.4% | -16.0% | +7.3% |
| 1Y | +15.8% | +132.2% | -116.4% | +5.2% |
| 3Y | +69.8% | +286.9% | -217.0% | +42.1% |
| 5Y | +80.9% | +72.8% | +8.1% | +59.6% |
| All | +80.9% | +69.4% | +11.5% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling