+114.9%
SRE vs ACGL
+272.9%
-158.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.1% |
| 7D | -0.3% | -0.7% | +0.4% | 0.0% |
| 30D | -0.7% | -1.0% | +0.3% | -0.3% |
| 3M | -6.3% | +11.0% | -17.4% | -10.5% |
| 6M | -10.7% | -0.3% | -10.3% | -11.0% |
| YTD | -3.5% | +2.3% | -5.7% | -5.1% |
| 1Y | +5.3% | +6.4% | -1.1% | +1.7% |
| 3Y | +31.8% | +34.0% | -2.2% | +12.6% |
| 5Y | +47.4% | +161.6% | -114.3% | -10.7% |
| All | +114.9% | +272.9% | -158.0% | +17.3% |
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