+358.3%
SE vs AG
+104.0%
+254.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.3% | +6.0% | +1.6% |
| 7D | -1.5% | -6.0% | +4.6% | -0.5% |
| 30D | -22.3% | -14.3% | -8.0% | -20.4% |
| 3M | -41.8% | -26.9% | -14.9% | -39.1% |
| 6M | -22.4% | -42.1% | +19.7% | -16.3% |
| YTD | -41.6% | -15.9% | -25.7% | -41.4% |
| 1Y | -48.0% | +11.5% | -59.5% | -50.3% |
| 3Y | +63.9% | +208.0% | -144.1% | +24.0% |
| 5Y | -78.2% | +2.4% | -80.6% | -80.9% |
| All | +358.3% | +104.0% | +254.3% | +262.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling