+553.4%
SE vs AU
+1,234.8%
-681.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.4% |
| 7D | -5.2% | -4.3% | -1.0% | -4.7% |
| 30D | -17.1% | +7.3% | -24.4% | -18.0% |
| 3M | +24.0% | +26.3% | -2.3% | +19.6% |
| 6M | +21.0% | +1.8% | +19.2% | +19.4% |
| YTD | -16.7% | +26.8% | -43.5% | -20.1% |
| 1Y | -45.9% | +66.7% | -112.6% | -50.2% |
| 3Y | +177.8% | +579.1% | -401.2% | +106.7% |
| 5Y | -67.4% | +689.3% | -756.7% | -76.5% |
| All | +553.4% | +1,234.8% | -681.4% | +409.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling