+102.9%
XLP vs AGI
+373.6%
-270.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -1.4% | +4.4% | -5.8% | -1.6% |
| 30D | -1.3% | +10.0% | -11.2% | -1.7% |
| 3M | +1.8% | +1.7% | +0.1% | +1.6% |
| 6M | -0.8% | -26.8% | +26.0% | +0.3% |
| YTD | +9.5% | -5.3% | +14.9% | +9.2% |
| 1Y | +7.2% | +11.5% | -4.3% | +5.9% |
| 3Y | +27.1% | +212.9% | -185.8% | +19.0% |
| 5Y | +32.0% | +388.8% | -356.7% | +20.6% |
| 10Y | +102.9% | +383.6% | -280.7% | +85.1% |
| All | +102.9% | +373.6% | -270.7% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AGI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling