+44.0%
XLP vs AG
+232.7%
-188.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +0.9% |
| 7D | +0.1% | +10.8% | -10.8% | 0.0% |
| 30D | +8.9% | -8.2% | +17.1% | +9.0% |
| 3M | +7.5% | -13.7% | +21.2% | +7.5% |
| 6M | +9.4% | -27.3% | +36.7% | +9.8% |
| YTD | +19.3% | -4.6% | +23.8% | +18.9% |
| 1Y | +21.7% | +39.4% | -17.6% | +20.5% |
| 3Y | +44.0% | +244.1% | -200.1% | +34.5% |
| All | +44.0% | +232.7% | -188.7% | +34.5% |
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