+14.1%
AGG vs SRE
+122.3%
-108.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -1.1% | -0.8% | -0.2% | -1.0% |
| 30D | -1.1% | -3.0% | +1.9% | -1.1% |
| 3M | -1.9% | -8.3% | +6.4% | -1.7% |
| 6M | -1.7% | -8.9% | +7.2% | -1.5% |
| YTD | -1.3% | -4.3% | +3.0% | -1.2% |
| 1Y | -0.7% | +2.7% | -3.5% | -0.9% |
| 3Y | +12.5% | +28.7% | -16.2% | +11.3% |
| 5Y | -2.5% | +47.1% | -49.6% | -3.7% |
| All | +14.1% | +122.3% | -108.2% | +11.5% |
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 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