+28.3%
XLP vs AG
+260.2%
-231.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | -1.0% | +1.0% | -2.0% | -1.0% |
| 30D | -0.9% | +19.2% | -20.1% | -1.1% |
| 3M | +3.8% | +6.2% | -2.3% | +3.8% |
| 6M | -1.7% | -26.7% | +24.9% | -1.3% |
| YTD | +10.3% | +26.1% | -15.9% | +9.7% |
| 1Y | +7.8% | +131.7% | -123.9% | +5.9% |
| All | +28.3% | +260.2% | -231.9% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling