+597.0%
SE vs AGG
+14.8%
+582.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -0.1% | -0.4% | +0.3% | +0.3% |
| 3M | +34.1% | -0.3% | +34.4% | +34.6% |
| 6M | +23.2% | -1.2% | +24.4% | +24.9% |
| YTD | -11.2% | -0.4% | -10.8% | -10.7% |
| 1Y | -40.5% | +0.4% | -40.9% | -40.6% |
| 3Y | +196.3% | +13.4% | +182.9% | +158.0% |
| 5Y | -67.0% | -1.4% | -65.6% | -67.3% |
| All | +597.0% | +14.8% | +582.2% | +548.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling