+236.1%
ALNY vs SRE
+122.3%
+113.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -6.5% | -0.8% | -5.7% | -6.4% |
| 30D | +11.0% | -3.0% | +14.0% | +11.6% |
| 3M | -14.1% | -8.3% | -5.8% | -12.7% |
| 6M | -22.4% | -8.9% | -13.5% | -21.1% |
| YTD | -37.5% | -4.3% | -33.2% | -37.3% |
| 1Y | -46.9% | +2.7% | -49.7% | -47.7% |
| 3Y | +22.1% | +28.7% | -6.6% | +12.5% |
| 5Y | +31.2% | +47.1% | -16.0% | +18.1% |
| All | +236.1% | +122.3% | +113.8% | +213.4% |
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