+365.7%
SE vs AG
+121.0%
+244.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | +2.0% | +6.3% | -4.3% | +1.0% |
| 30D | -20.0% | -8.9% | -11.0% | -18.9% |
| 3M | -31.8% | -12.2% | -19.6% | -30.7% |
| 6M | -15.9% | -28.3% | +12.4% | -12.4% |
| YTD | -40.6% | -8.8% | -31.8% | -41.2% |
| 1Y | -50.7% | +39.4% | -90.0% | -54.5% |
| 3Y | +70.3% | +229.4% | -159.1% | +27.5% |
| 5Y | -78.8% | +14.5% | -93.4% | -81.8% |
| All | +365.7% | +121.0% | +244.7% | +263.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling