+146.9%
SE vs AHR
+360.2%
-213.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | -4.8% | -3.0% | -1.7% | -4.3% |
| 30D | -18.1% | +2.6% | -20.7% | -18.4% |
| 3M | +30.6% | +16.0% | +14.6% | +26.1% |
| 6M | +20.8% | +3.1% | +17.7% | +19.6% |
| YTD | -15.6% | +16.0% | -31.6% | -18.5% |
| 1Y | -44.2% | +28.0% | -72.2% | -47.4% |
| All | +146.9% | +360.2% | -213.2% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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