+104.3%
XLP vs AGI
+380.3%
-276.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -0.9% | +18.2% | -19.1% | -1.6% |
| 3M | +3.8% | -4.1% | +7.9% | +3.8% |
| 6M | -1.7% | -28.7% | +27.0% | -0.5% |
| YTD | +10.3% | -4.0% | +14.2% | +9.9% |
| 1Y | +7.8% | +17.4% | -9.6% | +6.2% |
| 3Y | +27.2% | +203.0% | -175.8% | +19.2% |
| 5Y | +32.5% | +376.7% | -344.1% | +21.1% |
| All | +104.3% | +380.3% | -276.1% | +86.3% |
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