-48.0%
SE vs AG
+23.1%
-71.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.5% | -3.4% |
| 7D | -7.7% | -4.0% | -3.7% | -6.9% |
| 30D | -22.8% | -13.1% | -9.8% | -20.7% |
| 3M | -43.7% | -22.0% | -21.7% | -41.3% |
| 6M | -12.8% | -37.3% | +24.4% | -5.4% |
| YTD | -42.0% | -11.2% | -30.8% | -42.8% |
| 1Y | -48.0% | +23.9% | -72.0% | -54.4% |
| All | -48.0% | +23.1% | -71.1% | -54.4% |
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