-44.0%
ACHR vs SRE
+49.8%
-93.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.8% |
| 7D | -2.3% | -0.8% | -1.4% | -1.8% |
| 30D | -11.3% | -3.0% | -8.3% | -10.3% |
| 3M | +5.3% | -8.3% | +13.6% | +9.1% |
| 6M | -13.2% | -8.9% | -4.3% | -10.5% |
| YTD | -25.8% | -4.3% | -21.5% | -26.0% |
| 1Y | -34.3% | +2.7% | -37.0% | -37.0% |
| 3Y | -19.9% | +28.7% | -48.6% | -30.9% |
| 5Y | -42.7% | +47.1% | -89.8% | -51.9% |
| All | -44.0% | +49.8% | -93.8% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling