+669.4%
XLY vs AG
+424.3%
+245.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.4% | -0.1% |
| 7D | -3.9% | -5.8% | +1.9% | -3.4% |
| 30D | -6.1% | +6.4% | -12.5% | -6.7% |
| 3M | -1.2% | +28.4% | -29.5% | -3.4% |
| 6M | -1.8% | -24.5% | +22.7% | -0.4% |
| YTD | -5.9% | +21.2% | -27.0% | -8.6% |
| 1Y | -3.1% | +114.1% | -117.2% | -10.6% |
| 3Y | +36.0% | +268.0% | -232.1% | +17.0% |
| 5Y | +27.6% | +67.3% | -39.8% | +14.4% |
| 10Y | +216.8% | +66.1% | +150.7% | +166.8% |
| All | +669.4% | +424.3% | +245.1% | +322.3% |
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 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