+148.1%
XRT vs AG
+89.9%
+58.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.9% |
| 7D | +0.9% | +6.3% | -5.4% | +0.4% |
| 30D | +7.9% | -8.9% | +16.9% | +8.6% |
| 3M | -0.2% | -12.2% | +12.0% | +0.5% |
| 6M | +5.6% | -28.3% | +33.9% | +7.5% |
| YTD | +5.7% | -8.8% | +14.5% | +4.5% |
| 1Y | +14.6% | +39.4% | -24.8% | +9.1% |
| 3Y | +50.7% | +229.4% | -178.7% | +29.6% |
| 5Y | -4.8% | +14.5% | -19.4% | -13.6% |
| All | +148.1% | +89.9% | +58.1% | +113.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling