+139.5%
XLP vs AG
+76.0%
+63.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.5% |
| 7D | +2.5% | -10.0% | +12.5% | +2.8% |
| 30D | +7.3% | -10.5% | +17.8% | +7.6% |
| 3M | +8.1% | -27.3% | +35.3% | +9.0% |
| 6M | +10.5% | -43.0% | +53.5% | +12.1% |
| YTD | +21.2% | -17.9% | +39.1% | +20.8% |
| 1Y | +22.7% | +11.9% | +10.8% | +20.9% |
| 3Y | +44.8% | +201.8% | -157.0% | +35.0% |
| 5Y | +44.7% | -0.1% | +44.8% | +39.1% |
| All | +139.5% | +76.0% | +63.5% | +121.7% |
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