+448.5%
XYL vs AGI
+151.1%
+297.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.0% |
| 7D | +1.8% | +4.4% | -2.6% | +1.6% |
| 30D | -9.2% | +10.0% | -19.2% | -9.7% |
| 3M | -0.3% | +1.7% | -2.0% | -0.5% |
| 6M | -11.0% | -26.8% | +15.8% | -9.9% |
| YTD | -19.2% | -5.3% | -13.9% | -19.4% |
| 1Y | -21.2% | +11.5% | -32.7% | -22.2% |
| 3Y | +18.6% | +212.9% | -194.3% | +10.5% |
| 5Y | -14.3% | +388.8% | -403.1% | -22.2% |
| 10Y | +141.0% | +383.6% | -242.5% | +114.8% |
| All | +448.5% | +151.1% | +297.4% | +385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling