+65.1%
AEP vs SRE
+48.6%
+16.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +0.9% | +1.5% | -0.6% | +0.1% |
| 30D | +1.5% | +0.8% | +0.7% | +0.9% |
| 3M | -1.7% | -5.8% | +4.1% | +1.3% |
| 6M | -4.0% | -7.8% | +3.8% | -0.1% |
| YTD | +10.6% | -2.4% | +13.0% | +11.8% |
| 1Y | +18.6% | +8.9% | +9.7% | +13.3% |
| 3Y | +78.7% | +31.1% | +47.6% | +41.3% |
| 5Y | +65.1% | +48.6% | +16.5% | +21.5% |
| All | +65.1% | +48.6% | +16.5% | +21.5% |
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