+690.1%
XLP vs AGI
+5,459.2%
-4,769.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.8% |
| 7D | -1.0% | +0.6% | -1.6% | -1.0% |
| 30D | -0.9% | +18.2% | -19.1% | -1.3% |
| 3M | +3.8% | -4.1% | +7.9% | +3.8% |
| 6M | -1.7% | -28.7% | +27.0% | -1.1% |
| YTD | +10.3% | -4.0% | +14.2% | +10.1% |
| 1Y | +7.8% | +17.4% | -9.6% | +7.0% |
| 3Y | +27.2% | +203.0% | -175.8% | +23.0% |
| 5Y | +32.5% | +376.7% | -344.1% | +26.5% |
| 10Y | +101.8% | +407.5% | -305.7% | +90.4% |
| All | +690.1% | +5,459.2% | -4,769.0% | +633.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling