+128.8%
XLP vs AGI
+349.0%
-220.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.8% |
| 7D | +0.1% | +17.4% | -17.3% | -0.6% |
| 30D | +8.9% | -0.9% | +9.9% | +8.9% |
| 3M | +7.5% | -1.6% | +9.1% | +7.4% |
| 6M | +9.4% | -24.7% | +34.1% | +10.4% |
| YTD | +19.3% | -15.3% | +34.5% | +19.4% |
| 1Y | +21.7% | +5.5% | +16.2% | +20.6% |
| 3Y | +44.0% | +154.5% | -110.5% | +35.9% |
| 5Y | +42.8% | +310.6% | -267.8% | +31.3% |
| 10Y | +128.8% | +362.7% | -233.9% | +110.3% |
| All | +128.8% | +349.0% | -220.2% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling