+45.6%
SRE vs ABCL
-21.8%
+67.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.7% | -8.8% | -2.3% |
| 7D | -9.2% | -3.2% | -6.0% | -9.1% |
| 30D | -1.9% | -7.4% | +5.5% | -1.7% |
| 3M | -6.5% | +81.9% | -88.5% | -9.5% |
| 6M | -15.2% | +135.7% | -151.0% | -19.3% |
| YTD | -9.5% | +247.4% | -256.8% | -16.0% |
| 1Y | -13.2% | +162.3% | -175.5% | -18.4% |
| 3Y | +19.5% | +165.5% | -146.0% | +9.3% |
| All | +45.6% | -21.8% | +67.4% | +34.4% |
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