-66.9%
SE vs AGG
-2.5%
-64.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.2% |
| 7D | -4.8% | -0.9% | -3.9% | -3.8% |
| 30D | -18.1% | -1.0% | -17.2% | -17.2% |
| 3M | +30.6% | -1.3% | +31.9% | +32.6% |
| 6M | +20.8% | -2.1% | +22.8% | +23.7% |
| YTD | -15.6% | -1.2% | -14.4% | -14.2% |
| 1Y | -44.2% | -0.5% | -43.7% | -43.8% |
| 3Y | +181.5% | +12.4% | +169.1% | +142.0% |
| 5Y | -66.9% | -2.4% | -64.5% | -65.7% |
| All | -66.9% | -2.5% | -64.4% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling