+116.7%
SRE vs ACGL
+332.3%
-215.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -8.4% | -1.1% | -7.3% | -8.0% |
| 30D | -3.2% | +13.1% | -16.3% | -8.0% |
| 3M | -5.3% | +9.8% | -15.1% | -9.0% |
| 6M | -12.6% | +15.3% | -27.9% | -18.0% |
| YTD | -8.8% | +12.7% | -21.5% | -14.0% |
| 1Y | -13.4% | +20.7% | -34.1% | -20.7% |
| 3Y | +24.4% | +34.3% | -9.9% | +6.7% |
| 5Y | +47.3% | +170.6% | -123.3% | -11.7% |
| 10Y | +116.7% | +330.6% | -213.9% | +27.5% |
| All | +116.7% | +332.3% | -215.7% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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