+97.6%
AGG vs SRE
+1,117.9%
-1,020.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -0.2% | +1.5% | -1.6% | -0.2% |
| 30D | -0.2% | +0.8% | -1.1% | -0.2% |
| 3M | -0.7% | -5.8% | +5.1% | -0.6% |
| 6M | -1.8% | -7.8% | +6.0% | -1.7% |
| YTD | -0.6% | -2.4% | +1.8% | -0.6% |
| 1Y | +0.4% | +8.9% | -8.5% | +0.2% |
| 3Y | +13.2% | +31.1% | -17.9% | +12.7% |
| 5Y | -2.0% | +48.6% | -50.6% | -2.4% |
| 10Y | +15.1% | +126.1% | -111.1% | +14.6% |
| All | +97.6% | +1,117.9% | -1,020.2% | +99.0% |
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