-18.0%
AA vs SRE
+51.9%
-69.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.0% |
| 7D | +5.3% | -1.1% | +6.3% | +5.9% |
| 30D | -2.3% | -4.1% | +1.9% | 0.0% |
| 3M | -20.8% | -7.3% | -13.5% | -17.8% |
| 6M | -39.8% | -14.1% | -25.7% | -34.6% |
| YTD | -23.3% | -8.5% | -14.8% | -20.6% |
| 1Y | +1.8% | -12.0% | +13.9% | +8.1% |
| 3Y | +69.5% | +23.4% | +46.2% | +30.1% |
| 5Y | -18.0% | +51.3% | -69.3% | -44.7% |
| All | -18.0% | +51.9% | -69.9% | -44.7% |
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 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