+124.6%
XLP vs AG
+89.9%
+34.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.3% |
| 7D | +0.7% | +6.3% | -5.6% | +0.5% |
| 30D | +10.3% | -8.9% | +19.2% | +10.5% |
| 3M | +6.5% | -12.2% | +18.7% | +6.8% |
| 6M | +8.4% | -28.3% | +36.7% | +9.1% |
| YTD | +18.2% | -8.8% | +27.0% | +17.5% |
| 1Y | +22.4% | +39.4% | -16.9% | +19.8% |
| 3Y | +41.9% | +229.4% | -187.5% | +32.1% |
| 5Y | +40.9% | +14.5% | +26.3% | +34.9% |
| All | +124.6% | +89.9% | +34.7% | +106.7% |
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