+609.7%
XLI vs AG
+288.7%
+321.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 6M | -2.1% | -31.5% | +29.5% | +0.3% |
| YTD | +9.6% | -10.1% | +19.8% | +8.7% |
| 1Y | +10.7% | +26.0% | -15.3% | +6.4% |
| 3Y | +71.6% | +228.9% | -157.3% | +47.2% |
| 5Y | +70.8% | +8.7% | +62.1% | +57.0% |
| 10Y | +228.0% | +71.9% | +156.1% | +167.9% |
| All | +609.7% | +288.7% | +321.0% | +280.2% |
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 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