+44.7%
XLU vs AG
+68.6%
-23.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.6% |
| 7D | -1.2% | -5.8% | +4.6% | -0.8% |
| 30D | -2.5% | +6.4% | -8.9% | -3.1% |
| 3M | -2.7% | +28.4% | -31.1% | -4.9% |
| 6M | -7.5% | -24.5% | +17.0% | -6.2% |
| YTD | +0.9% | +21.2% | -20.2% | -2.3% |
| 1Y | +3.3% | +114.1% | -110.8% | -5.5% |
| 3Y | +47.3% | +268.0% | -220.7% | +23.8% |
| All | +44.7% | +68.6% | -23.9% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling