+83.0%
AA vs SRE
+30.8%
+52.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.7% |
| 7D | -0.6% | +1.5% | -2.1% | -1.2% |
| 30D | -1.6% | +0.8% | -2.4% | -2.3% |
| 3M | -29.8% | -5.8% | -24.0% | -28.1% |
| 6M | -16.6% | -7.8% | -8.8% | -13.9% |
| YTD | -4.0% | -2.4% | -1.7% | -4.1% |
| 1Y | +63.5% | +8.9% | +54.6% | +53.9% |
| All | +83.0% | +30.8% | +52.1% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling