+142.8%
XYL vs AGI
+392.3%
-249.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | +1.2% | -2.7% | +3.9% | +1.3% |
| 30D | -11.9% | +7.2% | -19.2% | -12.2% |
| 3M | -1.5% | +4.3% | -5.8% | -1.9% |
| 6M | -11.9% | -27.1% | +15.2% | -11.0% |
| YTD | -20.6% | -6.6% | -14.0% | -20.7% |
| 1Y | -23.5% | +9.5% | -33.0% | -24.3% |
| 3Y | +14.9% | +208.4% | -193.6% | +7.9% |
| 5Y | -15.3% | +401.6% | -416.9% | -22.0% |
| All | +142.8% | +392.3% | -249.5% | +126.6% |
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