+1,141.4%
XLI vs AGI
+5,307.1%
-4,165.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -1.7% | -2.7% | +1.1% | -1.5% |
| 30D | -7.3% | +7.2% | -14.5% | -7.6% |
| 3M | -1.3% | +4.3% | -5.6% | -1.7% |
| 6M | +2.2% | -27.1% | +29.3% | +3.4% |
| YTD | +11.7% | -6.6% | +18.3% | +11.6% |
| 1Y | +14.3% | +9.5% | +4.7% | +13.1% |
| 3Y | +70.3% | +208.4% | -138.1% | +60.3% |
| 5Y | +82.3% | +401.6% | -319.3% | +67.2% |
| 10Y | +258.4% | +387.3% | -128.9% | +220.7% |
| All | +1,141.4% | +5,307.1% | -4,165.7% | +946.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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