-44.2%
SE vs AGI
+9.6%
-53.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.2% |
| 7D | -4.8% | -5.3% | +0.5% | -3.7% |
| 30D | -18.1% | +6.8% | -24.9% | -19.4% |
| 3M | +30.6% | +8.3% | +22.3% | +27.5% |
| 6M | +20.8% | -29.2% | +50.0% | +27.0% |
| YTD | -15.6% | -7.3% | -8.3% | -13.8% |
| 1Y | -44.2% | +8.0% | -52.2% | -43.3% |
| All | -44.2% | +9.6% | -53.8% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling