+788.5%
XLK vs AG
+68.4%
+720.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.3% | +1.6% |
| 7D | +0.2% | -6.7% | +6.9% | +0.9% |
| 30D | -0.6% | +2.2% | -2.8% | -1.0% |
| 3M | +2.6% | +15.7% | -13.1% | +0.8% |
| 6M | +34.0% | -23.8% | +57.8% | +36.1% |
| YTD | +30.7% | +17.6% | +13.0% | +27.0% |
| 1Y | +39.2% | +88.6% | -49.4% | +29.1% |
| 3Y | +120.4% | +253.4% | -133.0% | +88.7% |
| 5Y | +148.8% | +62.4% | +86.4% | +120.9% |
| All | +788.5% | +68.4% | +720.1% | +676.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling