+169.4%
XLV vs AG
+68.4%
+101.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.1% |
| 7D | -3.6% | -6.7% | +3.2% | -3.3% |
| 30D | -1.8% | +2.2% | -4.0% | -2.0% |
| 3M | +7.8% | +15.7% | -7.9% | +6.9% |
| 6M | +9.1% | -23.8% | +32.9% | +9.8% |
| YTD | +7.7% | +17.6% | -9.9% | +6.1% |
| 1Y | +20.4% | +88.6% | -68.2% | +15.7% |
| 3Y | +30.8% | +253.4% | -222.7% | +20.3% |
| 5Y | +34.6% | +62.4% | -27.8% | +26.4% |
| All | +169.4% | +68.4% | +101.0% | +147.3% |
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 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