+119.9%
XRT vs AGI
+388.9%
-269.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.6% |
| 7D | -3.6% | -5.3% | +1.7% | -3.3% |
| 30D | -6.7% | +6.8% | -13.4% | -7.0% |
| 3M | -1.4% | +8.3% | -9.7% | -1.9% |
| 6M | +1.7% | -29.2% | +30.9% | +3.1% |
| YTD | -1.5% | -7.3% | +5.8% | -1.6% |
| 1Y | -2.5% | +8.0% | -10.5% | -3.4% |
| 3Y | +39.9% | +206.6% | -166.7% | +31.3% |
| 5Y | -2.6% | +398.1% | -400.8% | -10.5% |
| All | +119.9% | +388.9% | -269.0% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling