+135.9%
XLU vs AG
+68.4%
+67.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | -1.6% | -6.7% | +5.1% | -1.2% |
| 30D | -3.3% | +2.2% | -5.5% | -3.5% |
| 3M | -3.2% | +15.7% | -18.8% | -4.3% |
| 6M | -7.0% | -23.8% | +16.8% | -6.0% |
| YTD | +0.6% | +17.6% | -17.0% | -1.8% |
| 1Y | +2.4% | +88.6% | -86.2% | -3.5% |
| 3Y | +46.3% | +253.4% | -207.2% | +29.1% |
| 5Y | +44.0% | +62.4% | -18.5% | +30.8% |
| All | +135.9% | +68.4% | +67.5% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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