+145.6%
XLK vs AG
+64.4%
+81.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.8% |
| 7D | -0.4% | -5.8% | +5.4% | +0.4% |
| 30D | -0.5% | +6.4% | -6.8% | -1.5% |
| 3M | +5.0% | +28.4% | -23.4% | +1.1% |
| 6M | +32.9% | -24.5% | +57.3% | +35.8% |
| YTD | +29.0% | +21.2% | +7.8% | +23.1% |
| 1Y | +37.8% | +114.1% | -76.3% | +21.5% |
| 3Y | +118.7% | +268.0% | -149.4% | +72.4% |
| 5Y | +145.6% | +67.3% | +78.2% | +106.3% |
| All | +145.6% | +64.4% | +81.2% | +106.3% |
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