+589.4%
SE vs AG
+205.7%
+383.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | -6.1% | +1.0% | -7.1% | -6.3% |
| 30D | -2.5% | +19.2% | -21.6% | -5.4% |
| 3M | +21.7% | +6.2% | +15.6% | +19.7% |
| 6M | +27.0% | -26.7% | +53.7% | +31.4% |
| YTD | -12.1% | +26.1% | -38.3% | -17.2% |
| 1Y | -40.9% | +131.7% | -172.6% | -50.2% |
| 3Y | +191.0% | +255.3% | -64.4% | +115.5% |
| 5Y | -68.3% | +61.9% | -130.2% | -74.2% |
| All | +589.4% | +205.7% | +383.6% | +412.0% |
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