-66.9%
SE vs AU
+673.1%
-740.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.3% | -0.2% |
| 7D | -4.8% | -7.0% | +2.2% | -3.6% |
| 30D | -18.1% | +7.3% | -25.4% | -19.2% |
| 3M | +30.6% | +33.2% | -2.6% | +23.9% |
| 6M | +20.8% | -0.6% | +21.4% | +19.2% |
| YTD | -15.6% | +26.2% | -41.7% | -19.7% |
| 1Y | -44.2% | +68.3% | -112.5% | -49.6% |
| 3Y | +181.5% | +592.1% | -410.6% | +89.8% |
| 5Y | -66.9% | +685.3% | -752.2% | -79.9% |
| All | -66.9% | +673.1% | -740.0% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling