+49.4%
SRE vs ABCL
-26.2%
+75.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | +1.8% | -3.3% | +5.0% | +1.9% |
| 30D | -3.0% | -7.1% | +4.1% | -2.8% |
| 3M | -7.3% | +4.7% | -12.0% | -7.8% |
| 6M | -11.9% | +140.9% | -152.8% | -16.3% |
| YTD | -7.9% | +236.0% | -243.8% | -14.4% |
| 1Y | -11.1% | +217.4% | -228.6% | -17.3% |
| 3Y | +24.8% | +188.7% | -163.9% | +13.6% |
| All | +49.4% | -26.2% | +75.6% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling