+22.4%
XLP vs AG
+40.6%
-18.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.3% |
| 7D | +0.7% | +6.3% | -5.6% | +0.8% |
| 30D | +10.3% | -8.9% | +19.2% | +10.2% |
| 3M | +6.5% | -12.2% | +18.7% | +6.4% |
| 6M | +8.4% | -28.3% | +36.7% | +8.7% |
| YTD | +18.2% | -8.8% | +27.0% | +18.1% |
| 1Y | +22.4% | +39.4% | -16.9% | +21.0% |
| All | +22.4% | +40.6% | -18.2% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling