+1,073.3%
XLY vs AGI
+5,307.1%
-4,233.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | -1.7% | -2.7% | +1.0% | -1.6% |
| 30D | -4.2% | +7.2% | -11.4% | -4.5% |
| 3M | -2.7% | +4.3% | -6.9% | -3.0% |
| 6M | -0.6% | -27.1% | +26.5% | +0.4% |
| YTD | -5.0% | -6.6% | +1.6% | -5.1% |
| 1Y | -4.1% | +9.5% | -13.6% | -4.9% |
| 3Y | +33.6% | +208.4% | -174.8% | +26.8% |
| 5Y | +28.7% | +401.6% | -372.9% | +19.6% |
| 10Y | +219.6% | +387.3% | -167.7% | +191.9% |
| All | +1,073.3% | +5,307.1% | -4,233.8% | +915.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling