+128.5%
SRE vs ACGL
+322.9%
-194.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -1.1% | -1.2% | +0.1% | -0.6% |
| 30D | -4.1% | +12.8% | -16.9% | -8.8% |
| 3M | -7.3% | +12.3% | -19.6% | -11.8% |
| 6M | -14.1% | +15.8% | -30.0% | -19.6% |
| YTD | -8.5% | +13.9% | -22.4% | -14.1% |
| 1Y | -12.0% | +19.0% | -31.0% | -18.9% |
| 3Y | +23.4% | +33.7% | -10.3% | +6.0% |
| 5Y | +51.3% | +173.4% | -122.1% | -9.8% |
| All | +128.5% | +322.9% | -194.4% | +21.1% |
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