+553.4%
SE vs AGG
+13.7%
+539.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -5.2% | -1.1% | -4.2% | -4.2% |
| 30D | -17.1% | -1.1% | -15.9% | -16.1% |
| 3M | +24.0% | -1.9% | +25.9% | +26.4% |
| 6M | +21.0% | -1.7% | +22.7% | +23.3% |
| YTD | -16.7% | -1.3% | -15.4% | -15.5% |
| 1Y | -45.9% | -0.7% | -45.2% | -45.4% |
| 3Y | +177.8% | +12.5% | +165.3% | +143.8% |
| 5Y | -67.4% | -2.5% | -64.9% | -67.3% |
| All | +553.4% | +13.7% | +539.7% | +514.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling