+43.4%
XRT vs AGI
+208.5%
-165.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | -0.3% | +4.4% | -4.6% | -0.6% |
| 30D | -5.6% | +10.0% | -15.6% | -6.5% |
| 3M | +2.5% | +1.7% | +0.8% | +2.1% |
| 6M | +3.7% | -26.8% | +30.5% | +5.9% |
| YTD | +1.0% | -5.3% | +6.3% | +0.5% |
| 1Y | -1.2% | +11.5% | -12.7% | -3.3% |
| 3Y | +43.4% | +212.9% | -169.6% | +18.1% |
| All | +43.4% | +208.5% | -165.1% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling