+41.9%
XLP vs AGI
+141.1%
-99.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.4% |
| 7D | +0.7% | +16.0% | -15.2% | +0.2% |
| 30D | +10.3% | +1.0% | +9.3% | +10.1% |
| 3M | +6.5% | +2.5% | +4.1% | +6.2% |
| 6M | +8.4% | -24.0% | +32.4% | +9.4% |
| YTD | +18.2% | -17.2% | +35.4% | +18.4% |
| 1Y | +22.4% | +4.9% | +17.5% | +21.0% |
| 3Y | +41.9% | +142.6% | -100.7% | +27.7% |
| All | +41.9% | +141.1% | -99.2% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling