+63.7%
SE vs AG
+195.3%
-131.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.5% |
| 7D | -0.5% | -10.0% | +9.5% | +1.0% |
| 30D | -20.9% | -10.5% | -10.4% | -19.7% |
| 3M | -38.9% | -27.3% | -11.6% | -36.4% |
| 6M | -19.4% | -43.0% | +23.6% | -13.9% |
| YTD | -40.9% | -17.9% | -23.0% | -39.8% |
| 1Y | -46.2% | +11.9% | -58.1% | -47.1% |
| 3Y | +63.7% | +201.8% | -138.1% | +78.8% |
| All | +63.7% | +195.3% | -131.6% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling