+589.4%
SE vs AGI
+450.8%
+138.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | -6.1% | +0.6% | -6.7% | -6.2% |
| 30D | -2.5% | +18.2% | -20.7% | -5.1% |
| 3M | +21.7% | -4.1% | +25.8% | +22.0% |
| 6M | +27.0% | -28.7% | +55.7% | +32.5% |
| YTD | -12.1% | -4.0% | -8.2% | -12.5% |
| 1Y | -40.9% | +17.4% | -58.3% | -43.1% |
| 3Y | +191.0% | +203.0% | -12.0% | +140.2% |
| 5Y | -68.3% | +376.7% | -444.9% | -75.5% |
| All | +589.4% | +450.8% | +138.6% | +450.9% |
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