+42.7%
XLP vs AG
+18.5%
+24.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.7% |
| 7D | +3.5% | -2.9% | +6.4% | +3.5% |
| 30D | +11.6% | -15.1% | +26.7% | +12.0% |
| 3M | +7.6% | -15.4% | +23.0% | +8.0% |
| 6M | +10.0% | -21.9% | +31.9% | +10.4% |
| YTD | +19.7% | -10.4% | +30.2% | +19.0% |
| 1Y | +23.5% | +39.8% | -16.4% | +20.4% |
| 3Y | +44.0% | +209.5% | -165.6% | +31.7% |
| 5Y | +42.7% | +12.5% | +30.2% | +38.0% |
| All | +42.7% | +18.5% | +24.2% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling