+612.7%
XLV vs AG
+451.1%
+161.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -1.1% | +12.5% | -13.6% | -1.7% |
| 3M | +8.2% | +28.2% | -19.9% | +6.7% |
| 6M | +8.9% | -18.8% | +27.7% | +9.4% |
| YTD | +8.5% | +27.4% | -18.9% | +6.2% |
| 1Y | +22.3% | +132.2% | -109.9% | +15.7% |
| 3Y | +32.6% | +286.9% | -254.2% | +20.2% |
| 5Y | +34.4% | +72.8% | -38.4% | +25.0% |
| 10Y | +175.4% | +74.6% | +100.8% | +145.1% |
| All | +612.7% | +451.1% | +161.6% | +395.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling