-4.7%
XRT vs AG
+12.9%
-17.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.9% |
| 7D | +0.9% | +6.3% | -5.4% | +0.2% |
| 30D | +7.9% | -8.9% | +16.9% | +8.8% |
| 3M | -0.2% | -12.2% | +12.0% | +0.7% |
| 6M | +5.6% | -28.3% | +33.9% | +8.1% |
| YTD | +5.7% | -8.8% | +14.5% | +3.7% |
| 1Y | +14.6% | +39.4% | -24.8% | +6.7% |
| 3Y | +50.7% | +229.4% | -178.7% | +18.7% |
| All | -4.7% | +12.9% | -17.6% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling