+93.1%
ACN vs SRE
+122.3%
-29.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.6% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | +2.1% | -3.0% | +5.1% | +2.9% |
| 3M | +11.1% | -8.3% | +19.4% | +14.0% |
| 6M | -6.8% | -8.9% | +2.1% | -4.7% |
| YTD | -30.0% | -4.3% | -25.8% | -29.9% |
| 1Y | -23.1% | +2.7% | -25.9% | -25.3% |
| 3Y | -40.4% | +28.7% | -69.1% | -48.8% |
| 5Y | -41.6% | +47.1% | -88.7% | -52.9% |
| All | +93.1% | +122.3% | -29.3% | +39.8% |
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 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