-66.3%
SE vs AA
+15.6%
-81.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.5% |
| 7D | -3.6% | -0.6% | -3.0% | -3.5% |
| 30D | -5.3% | -1.6% | -3.8% | -4.8% |
| 3M | +28.1% | -29.8% | +57.9% | +40.7% |
| 6M | +20.7% | -16.6% | +37.3% | +24.2% |
| YTD | -14.8% | -4.0% | -10.7% | -16.9% |
| 1Y | -43.6% | +63.5% | -107.1% | -54.1% |
| 3Y | +184.2% | +86.8% | +97.5% | +104.5% |
| 5Y | -66.3% | +12.4% | -78.7% | -71.5% |
| All | -66.3% | +15.6% | -81.9% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling