+148.7%
XLK vs AGI
+400.3%
-251.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +0.2% | -2.7% | +2.9% | +0.6% |
| 30D | -0.6% | +7.2% | -7.9% | -1.8% |
| 3M | +2.6% | +4.3% | -1.7% | +1.4% |
| 6M | +34.0% | -27.1% | +61.1% | +38.7% |
| YTD | +30.7% | -6.6% | +37.3% | +30.1% |
| 1Y | +39.2% | +9.5% | +29.7% | +34.9% |
| 3Y | +120.4% | +208.4% | -88.0% | +81.2% |
| All | +148.7% | +400.3% | -251.6% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling