+101.4%
XLP vs AG
+65.2%
+36.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | -1.0% | +1.0% | -2.0% | -1.1% |
| 30D | -0.9% | +19.2% | -20.1% | -1.5% |
| 3M | +3.8% | +6.2% | -2.3% | +3.4% |
| 6M | -1.7% | -26.7% | +24.9% | -1.0% |
| YTD | +10.3% | +26.1% | -15.9% | +8.6% |
| 1Y | +7.8% | +131.7% | -123.9% | +3.5% |
| 3Y | +27.2% | +255.3% | -228.1% | +18.3% |
| 5Y | +32.5% | +61.9% | -29.4% | +25.6% |
| All | +101.4% | +65.2% | +36.1% | +92.6% |
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