-26.3%
APH vs SRE
+4.7%
-31.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.9% | -50.7% | -47.4% |
| 7D | -48.7% | -0.8% | -47.9% | -48.0% |
| 30D | -51.9% | -0.7% | -51.2% | -51.4% |
| 3M | -43.6% | -6.3% | -37.2% | -42.4% |
| 6M | -37.5% | -10.7% | -26.9% | -35.1% |
| YTD | -38.6% | -3.5% | -35.2% | -38.6% |
| 1Y | -26.3% | +5.3% | -31.6% | -28.0% |
| All | -26.3% | +4.7% | -31.0% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling