+46.3%
XLU vs AGI
+206.1%
-159.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.6% | -2.7% | +1.1% | -1.4% |
| 30D | -3.3% | +7.2% | -10.6% | -4.1% |
| 3M | -3.2% | +4.3% | -7.4% | -3.9% |
| 6M | -7.0% | -27.1% | +20.1% | -4.3% |
| YTD | +0.6% | -6.6% | +7.2% | -0.3% |
| 1Y | +2.4% | +9.5% | -7.1% | -1.3% |
| 3Y | +46.3% | +208.4% | -162.2% | +9.3% |
| All | +46.3% | +206.1% | -159.9% | +9.3% |
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