+48.8%
SRE vs ABCL
-79.5%
+128.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.5% | +0.6% |
| 7D | -8.4% | +12.4% | -20.8% | -8.8% |
| 30D | -3.2% | -0.4% | -2.8% | -3.3% |
| 3M | -5.3% | +80.4% | -85.7% | -7.8% |
| 6M | -12.6% | +138.5% | -151.1% | -16.2% |
| YTD | -8.8% | +265.5% | -274.3% | -14.5% |
| 1Y | -13.4% | +219.7% | -233.1% | -18.4% |
| 3Y | +24.4% | +209.4% | -185.0% | +14.9% |
| 5Y | +47.3% | -15.0% | +62.4% | +39.5% |
| All | +48.8% | -79.5% | +128.3% | +45.6% |
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