+35.5%
XLV vs AGI
+400.3%
-364.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -3.6% | -2.7% | -0.8% | -3.4% |
| 30D | -1.8% | +7.2% | -9.1% | -2.4% |
| 3M | +7.8% | +4.3% | +3.5% | +7.2% |
| 6M | +9.1% | -27.1% | +36.2% | +11.3% |
| YTD | +7.7% | -6.6% | +14.3% | +7.3% |
| 1Y | +20.4% | +9.5% | +10.9% | +17.9% |
| 3Y | +30.8% | +208.4% | -177.7% | +14.9% |
| All | +35.5% | +400.3% | -364.8% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling