+184.3%
SE vs AGI
+214.4%
-30.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.3% |
| 7D | -3.6% | +2.2% | -5.8% | -4.1% |
| 30D | -5.3% | +11.3% | -16.6% | -7.3% |
| 3M | +28.1% | +5.6% | +22.4% | +26.0% |
| 6M | +20.7% | -27.7% | +48.3% | +26.3% |
| YTD | -14.8% | -4.1% | -10.7% | -14.6% |
| 1Y | -43.6% | +13.8% | -57.4% | -45.2% |
| All | +184.3% | +214.4% | -30.1% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling