+363.5%
SE vs AGI
+326.7%
+36.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.5% | -10.1% | +9.6% | +1.2% |
| 30D | -20.9% | -6.5% | -14.4% | -20.3% |
| 3M | -38.9% | -12.8% | -26.1% | -37.8% |
| 6M | -19.4% | -34.3% | +14.9% | -14.7% |
| YTD | -40.9% | -25.6% | -15.3% | -38.9% |
| 1Y | -46.2% | -14.2% | -32.0% | -45.5% |
| 3Y | +63.7% | +127.3% | -63.6% | +41.0% |
| 5Y | -77.9% | +241.8% | -319.7% | -82.2% |
| All | +363.5% | +326.7% | +36.8% | +284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling