+12.4%
AA vs SRE
+48.6%
-36.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.6% |
| 7D | -0.6% | +1.5% | -2.1% | -1.4% |
| 30D | -1.6% | +0.8% | -2.4% | -2.6% |
| 3M | -29.8% | -5.8% | -24.0% | -27.6% |
| 6M | -16.6% | -7.8% | -8.8% | -13.2% |
| YTD | -4.0% | -2.4% | -1.7% | -4.3% |
| 1Y | +63.5% | +8.9% | +54.6% | +51.3% |
| 3Y | +86.8% | +31.1% | +55.7% | +41.5% |
| 5Y | +12.4% | +48.6% | -36.2% | -14.8% |
| All | +12.4% | +48.6% | -36.2% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling