+60.1%
SRE vs ABCL
-81.2%
+141.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.4% | +1.4% | 0.0% | +1.4% |
| 30D | +1.9% | +65.1% | -63.2% | -0.3% |
| 3M | -3.3% | +111.1% | -114.4% | -6.4% |
| 6M | -6.4% | +231.6% | -238.0% | -11.5% |
| YTD | -1.8% | +234.5% | -236.3% | -7.5% |
| 1Y | +10.7% | +174.3% | -163.6% | +4.9% |
| 3Y | +31.8% | +111.5% | -79.7% | +23.4% |
| 5Y | +49.2% | -37.3% | +86.5% | +42.3% |
| All | +60.1% | -81.2% | +141.4% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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