+139.5%
XLP vs AGI
+389.5%
-250.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +2.5% | -10.1% | +12.6% | +3.0% |
| 30D | +7.3% | -6.5% | +13.8% | +7.5% |
| 3M | +8.1% | -12.8% | +20.9% | +8.5% |
| 6M | +10.5% | -34.3% | +44.8% | +12.1% |
| YTD | +21.2% | -25.6% | +46.8% | +21.9% |
| 1Y | +22.7% | -14.2% | +36.9% | +22.6% |
| 3Y | +44.8% | +127.3% | -82.5% | +37.4% |
| 5Y | +44.7% | +241.8% | -197.0% | +34.1% |
| All | +139.5% | +389.5% | -250.0% | +118.9% |
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