-46.2%
SE vs AG
+7.9%
-54.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.6% |
| 7D | -0.5% | -10.0% | +9.5% | +1.7% |
| 30D | -20.9% | -10.5% | -10.4% | -19.2% |
| 3M | -38.9% | -27.3% | -11.6% | -35.3% |
| 6M | -19.4% | -43.0% | +23.6% | -10.9% |
| YTD | -40.9% | -17.9% | -23.0% | -40.7% |
| 1Y | -46.2% | +11.9% | -58.1% | -51.3% |
| All | -46.2% | +7.9% | -54.0% | -51.3% |
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 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