-40.9%
SE vs AG
+125.2%
-166.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | -6.1% | +1.0% | -7.1% | -6.3% |
| 30D | -2.5% | +19.2% | -21.6% | -5.6% |
| 3M | +21.7% | +6.2% | +15.6% | +19.4% |
| 6M | +27.0% | -26.7% | +53.7% | +30.5% |
| YTD | -12.1% | +26.1% | -38.3% | -15.4% |
| 1Y | -40.9% | +131.7% | -172.6% | -46.6% |
| All | -40.9% | +125.2% | -166.1% | -46.6% |
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