-48.8%
SE vs AG
+29.4%
-78.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +9.1% | -4.7% | +2.6% |
| 7D | +6.7% | -2.6% | +9.3% | +7.1% |
| 30D | -17.2% | -12.1% | -5.1% | -15.3% |
| 3M | -28.0% | -6.6% | -21.4% | -27.7% |
| 6M | -6.1% | -20.5% | +14.3% | -3.5% |
| YTD | -37.1% | -7.4% | -29.7% | -38.1% |
| 1Y | -48.8% | +33.4% | -82.2% | -54.8% |
| All | -48.8% | +29.4% | -78.1% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling