+82.3%
AA vs SRE
+1,525.5%
-1,443.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +5.0% | -0.7% | +5.7% | +4.9% |
| 3M | -35.8% | -6.3% | -29.5% | -33.8% |
| 6M | -18.4% | -10.7% | -7.7% | -13.6% |
| YTD | -5.5% | -3.5% | -2.0% | -4.9% |
| 1Y | +61.0% | +5.3% | +55.7% | +53.3% |
| 3Y | +66.2% | +31.8% | +34.4% | +35.6% |
| 5Y | +11.4% | +47.4% | -36.0% | -14.3% |
| 10Y | +116.9% | +120.6% | -3.7% | +25.6% |
| All | +82.3% | +1,525.5% | -1,443.2% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling