+16.0%
AA vs SRE
-7.5%
+23.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.6% | +3.0% |
| 7D | +0.9% | -2.1% | +3.0% | +1.1% |
| 30D | -6.4% | +6.1% | -12.5% | -7.2% |
| 3M | -13.0% | -3.5% | -9.4% | -12.8% |
| 6M | -34.6% | -10.8% | -23.8% | -33.8% |
| YTD | -23.0% | -4.0% | -19.1% | -21.2% |
| 1Y | +16.0% | -7.7% | +23.6% | +20.1% |
| All | +16.0% | -7.5% | +23.5% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling