+612.7%
XLI vs AG
+264.0%
+348.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | -0.4% |
| 7D | +4.3% | -6.0% | +10.3% | +4.8% |
| 30D | +0.5% | -14.3% | +14.8% | +1.7% |
| 3M | -8.6% | -26.9% | +18.3% | -6.5% |
| 6M | -2.3% | -42.1% | +39.8% | +1.5% |
| YTD | +10.1% | -15.9% | +26.0% | +9.8% |
| 1Y | +11.0% | +11.5% | -0.5% | +7.8% |
| 3Y | +72.3% | +208.0% | -135.7% | +48.6% |
| 5Y | +70.8% | +2.4% | +68.4% | +57.9% |
| 10Y | +228.7% | +77.0% | +151.7% | +167.7% |
| All | +612.7% | +264.0% | +348.7% | +283.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling