+363.5%
SE vs AA
-11.0%
+374.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.6% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | -20.9% | -0.6% | -20.3% | -20.9% |
| 3M | -38.9% | -19.7% | -19.2% | -35.5% |
| 6M | -19.4% | -41.6% | +22.2% | -8.8% |
| YTD | -40.9% | -24.6% | -16.3% | -38.4% |
| 1Y | -46.2% | +4.9% | -51.1% | -48.8% |
| 3Y | +63.7% | +66.8% | -3.1% | +29.7% |
| 5Y | -77.9% | -19.4% | -58.5% | -79.5% |
| All | +363.5% | -11.0% | +374.5% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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