+50.6%
AA vs SRE
+4.6%
+46.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -3.4% | -0.8% | -2.6% | -3.3% |
| 30D | -5.8% | -3.0% | -2.8% | -5.6% |
| 3M | -29.9% | -8.3% | -21.6% | -28.7% |
| 6M | -27.0% | -8.9% | -18.1% | -25.3% |
| YTD | -8.7% | -4.3% | -4.4% | -7.0% |
| 1Y | +50.6% | +2.7% | +47.9% | +57.6% |
| All | +50.6% | +4.6% | +46.1% | +57.6% |
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