+123.7%
XRT vs AG
+57.4%
+66.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | -0.3% | +4.5% | -4.7% | -0.6% |
| 30D | -5.6% | +12.9% | -18.5% | -6.7% |
| 3M | +2.5% | +20.9% | -18.4% | +0.6% |
| 6M | +3.7% | -19.5% | +23.2% | +4.5% |
| YTD | +1.0% | +24.8% | -23.8% | -2.4% |
| 1Y | -1.2% | +120.2% | -121.4% | -9.5% |
| 3Y | +43.4% | +279.0% | -235.6% | +22.0% |
| 5Y | -0.7% | +67.9% | -68.7% | -12.2% |
| 10Y | +123.7% | +57.5% | +66.2% | +93.0% |
| All | +123.7% | +57.4% | +66.3% | +93.0% |
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