+33.6%
XLY vs AG
+249.7%
-216.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.1% |
| 7D | -1.7% | -6.7% | +5.0% | -1.2% |
| 30D | -4.2% | +2.2% | -6.4% | -4.5% |
| 3M | -2.7% | +15.7% | -18.4% | -4.0% |
| 6M | -0.6% | -23.8% | +23.2% | +0.4% |
| YTD | -5.0% | +17.6% | -22.7% | -7.4% |
| 1Y | -4.1% | +88.6% | -92.7% | -10.1% |
| 3Y | +33.6% | +253.4% | -219.8% | +15.7% |
| All | +33.6% | +249.7% | -216.1% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling