+597.0%
SE vs AU
+1,278.4%
-681.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | -0.1% | +12.8% | -12.9% | -1.8% |
| 3M | +34.1% | +28.5% | +5.7% | +29.1% |
| 6M | +23.2% | +4.8% | +18.4% | +21.1% |
| YTD | -11.2% | +31.0% | -42.1% | -15.1% |
| 1Y | -40.5% | +81.4% | -122.0% | -45.8% |
| 3Y | +196.3% | +618.4% | -422.1% | +118.7% |
| 5Y | -67.0% | +686.3% | -753.3% | -76.3% |
| All | +597.0% | +1,278.4% | -681.4% | +441.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling