+1.0%
XLU vs AGI
-1.1%
+2.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.8% | -10.3% | 0.0% |
| 7D | +2.6% | -5.3% | +7.9% | +2.8% |
| 30D | +9.1% | -7.1% | +16.3% | +9.3% |
| 3M | -0.4% | +4.4% | -4.8% | -0.8% |
| 6M | -4.7% | -23.0% | +18.4% | -3.7% |
| YTD | +4.3% | -22.0% | +26.3% | +4.4% |
| 1Y | +1.0% | +0.3% | +0.7% | -4.0% |
| All | +1.0% | -1.1% | +2.1% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling