-78.0%
SE vs AGI
+243.7%
-321.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.5% | -10.1% | +9.6% | +2.0% |
| 30D | -20.9% | -6.5% | -14.4% | -20.0% |
| 3M | -38.9% | -12.8% | -26.1% | -37.3% |
| 6M | -19.4% | -34.3% | +14.9% | -12.3% |
| YTD | -40.9% | -25.6% | -15.3% | -38.1% |
| 1Y | -46.2% | -14.2% | -32.0% | -45.5% |
| 3Y | +63.7% | +127.3% | -63.6% | +22.1% |
| All | -78.0% | +243.7% | -321.8% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling