+365.7%
SE vs AA
-11.5%
+377.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.6% |
| 7D | +2.0% | +0.9% | +1.1% | +1.8% |
| 30D | -20.0% | -6.7% | -13.3% | -18.6% |
| 3M | -31.8% | -16.3% | -15.4% | -28.6% |
| 6M | -15.9% | -37.1% | +21.2% | -6.5% |
| YTD | -40.6% | -25.0% | -15.6% | -38.0% |
| 1Y | -50.7% | +8.6% | -59.3% | -53.5% |
| 3Y | +70.3% | +57.2% | +13.1% | +37.2% |
| 5Y | -78.8% | -13.0% | -65.8% | -80.7% |
| All | +365.7% | -11.5% | +377.2% | +248.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling